Quick Search

Author
Title
Description
Keyword
Seller Id
ISBN
Advanced Search
 
 
Gift Cards
Checkout a Gift Card


 
Our secure web pages are hosted by Chrislands Inc, who use a Thawte SSL Certificate to ensure secure transmission of your information.
Fully Trusted SSL Certificate
 
 
 

Jean-Pierre Florens, Velayoudom Marimoutou, And Anne Peguin-Feissolle Listings

If you cannot find what you want on this page, then please use our search feature to search all our listings.

Click on Title to view full description

 
1 Jean-Pierre Florens, Velayoudom Marimoutou, and Anne Peguin-Feissolle
Econometric Modeling and Inference
Cambridge University Press; New Delhi, India; 2007; 052170006X / 9780521700061; First Edition; Paperback; New; 
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. A graduate text in econometrics and statistics, emphasizing theory and methods, not applications Links teaching and recent approaches in research: nonparametric techniques and simulation methods, game theory and treatment effects Contains numerous theoretical examples that are solved in the discussion Contents Part I. Statistical Methods: 1. Statistical models; 2. Sequential models and asymptotics; 3. Estimation by maximization and by the method of moments; 4. Asymptotic tests; 5. Nonparametric methods; 6. Simulation methods; Part II. Regression Models: 7. Conditional expectation; 8. Univariate regression; 9. Generalized least squares method, heteroskedasticity, and multivariate regression; 10. Nonparametric estimation of the regression; 11. Discrete variables and partially observed models; Part III. Dynamic Models: 12. Stationary dynamic models; 13. Nonstationary processes and cointegration; 14. Models for conditional variance; 15. Nonlinear dynamic models; Part IV. Structural Modeling: 16. Identification and over identification in structural modeling; 17. Simultaneity; 18. Models with unobservable variables. Printed Pages: 517. 020834

Price: 40.00 USD
Add to Shopping Cart
 
 

 


Questions, comments, or suggestions
Please write to info@mrmlonline.com
Copyright©2016. All Rights Reserved.
Powered by ChrisLands.com

 

 

cookie