This book covers important topics in econometrics. It discusses methods for efficient estimation in models defined by unconditional and conditional moment restr

This book examines the consequences of misspecifications for the interpretation of likelihood-based methods of statistical estimation and interference. The anal

This substantial volume has two principal objectives. First it provides an overview of the statistical foundations of Simulation-based inference. This includes

This book takes a fresh look at the popular and well-established method of maximum likelihood for statistical estimation and inference. It begins with an intuit

This 2005 collection pushed forward the research frontier in four areas of theoretical econometrics.