Modern Series Methods in Econometrics and Statistics
English | 2025 | ISBN: 9819628210 | 596 Pages | PDF EPUB (True) | 34 MB
English | 2025 | ISBN: 9819628210 | 596 Pages | PDF EPUB (True) | 34 MB
This book introduces modern series methods with a focus on applications in econometrics and statistics. It explores how new orthogonal series techniques can address challenges in model building and estimation, particularly for variables with unbounded support, nonparametric nonstationary data, and high-dimensional models. By extending traditional series methods, which are typically limited to variables with bounded supports, this book provides tools to tackle emerging problems in econometrics and statistics effectively.