"This four-volume handbook covers important concepts and tools used in the fields of financial econometrics …vol. i. Introduction to financial econometrics, mathematics, statistics, and machine learning / C F Lee. Do managers …

"This four-volume handbook covers important concepts and tools used in the fields of financial econometrics …

address this challenge, we propose an indirect inference method that assesses identification by examining how changes in these … increase rejection rates. These results support the identification of star variables and indicate that indirect inference … provides a reliable method to assess their identification in structural macroeconomic models. …

Since identification, instrumental variables and variables exclusion, core concepts in econometrics, are entwined …, several questions arise: How is identification related to the existence of IVs? How are identification criteria related to …