Written by leading experts in the field, this volume presents cutting-edge results on specification and estimation of economic models. Advances in asymptotic approximation theory are discussed, as well as the use of various theoretical tools for technique development.
Contains previously unpublished chapters written by the foremost academics in their respective areas of theoretical, methodological, and applied econometrics
Presents new theoretical results on estimation and inference by including careful development and discussion of new empirical methodology, worked empirical examples, and carefully carried out Monte Carlo experiments
Pays particular emphasis on carefully outlining how to empirically implement all of the latest advances in econometrics when the objective is to build economic models for the purpose of prediction, causality, and policy analysis