[size=+1]Description
This book presents familiar elements of estimation theory from an analog perspective. It discusses recent developments in the theory of analog estimation and presents new results that offer flexibility in empirical research. The theory of analog estimation is far from complete. Analog Estimation Methods in Econometrics seeks to raise questions and to stimulate further research.
The first part of the book introduces basic concepts. The second part examines the very large class estimation problems that can be stated in terms of moment restrictions on a population distribution. These include classical moment problems, various prediction problems, and problems defined by moment restrictions on unobserved variables. The third part covers estimation problems defined by general restrictions on a population distribution.