by Bruce E. Hansen
Publisher: University of Wisconsin 2009
Number of pages: 197
Econometrics is the study of estimation and inference for economic models using economic data. Econometric theory concerns the study and development of tools and methods for applied econometric applications. This manuscript is a draft of an incomplete first-year Ph.D. econometrics textbook.
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This book provides recent insight on some key issues in econometric theory and applications. It focuses on three recent advances in econometric theory: non-parametric estimation, instrument generating functions, and seasonal volatility models.
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