Econometric Modeling and Inference 2024 pdf epub mobi 电子书

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Econometric Modeling and Inference 2024 pdf epub mobi 电子书著者简介

Jean-Pierre Florens

Université de Toulouse I (Sciences Sociales)

Velayoudom Marimoutou

GREQAM, Université d'Aix-Marseille 2

Anne Peguin-Feissolle

CNRS and GREQAM, France

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发表于2024-11-08

Econometric Modeling and Inference 2024 pdf epub mobi 电子书

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出版者:Cambridge Univ Pr

作者:Florens, Jean-Pierre/ Marimoutou, Velayoudom/ Peguin-feissolle, Anne/ Perktold, Josef (TRN)/ Carrasc

出品人:

页数:518

译者:Josef Perktold

出版时间:2007-7

价格:$ 62.15

装帧:Pap

isbn号码:9780521700061

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Econometric Modeling and Inference 2024 pdf epub mobi 电子书图书描述

Presents the main statistical tools of econometrics, focusing specifically on modern econometric methodology. The authors unify the approach by using a small number of estimation techniques, mainly generalized method of moments (GMM) estimation and kernel smoothing. The choice of GMM is explained by its relevance in structural econometrics and its preeminent position in econometrics overall. Split into four parts, Part I explains general methods. Part II studies statistical models that are best suited for microeconomic data. Part III deals with dynamic models that are designed for macroeconomic and financial applications. In Part IV the authors synthesize a set of problems that are specific to statistical methods in structural econometrics, namely identification and over-identification, simultaneity, and unobservability. Many theoretical examples illustrate the discussion and can be treated as application exercises. Nobel Laureate James A. Heckman offers a foreword to the work.

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