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Up-to-date coverage of most micro-econometric topics; first half parametric, second half semi- (non-) parametric Many empirical examples and tips in applying econometric theories to data Essential ideas and steps shown for most estimators and tests; well-suited for both applied and theoretical readersREMARKS ON EXPRESSIONS AND NOTATIONS l\/Iany acronyms will be used in lower / upper case letters: a€œrva€ for random variable, a€œcdfa€ or a€œdfa€ for ... We will also use a€œac ~ ()1, 02)a€ to mean that I , u and V(ac) I 02 without its distribution specified. ... this distinction between Y and y will not be followed in most parts of this book, because upper case letters are frequently used to denote matrices in this book.

Author:Myoung-jae Lee
Publisher:Springer Science & Business Media - 2009-09-28


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