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
 
 
 

Author Name    Jean-Pierre Florens, Velayoudom Marimoutou, and Anne Peguin-Feissolle

Title   Econometric Modeling and Inference

Binding   Paperback

Book Condition   New

Edition   First Edition

Size   150 x 230 Mm

Publisher   New Delhi, India Cambridge University Press 2007

ISBN    052170006X / 9780521700061

Seller ID   020834

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.

Econometric Modelling Inference

Price = 40.00 USD


Books of related interest
Ajitamahatantram: The Great Tantra of Ajita, 5 Vols.
N.R. Bhatt, Jean Filliozat and Pierre Sylvain Filliozat (Critically Edited, annotated and Translated)
150.00 USD
Add to Shopping Cart

Encyclopedia of Mathematical Physics, 5 Vols.
Jean-Pierre Francoise, Gregory Naber, and Sheung Tsung Tsou (eds.)
1995.00 USD
Add to Shopping Cart

International Encyclopedia of Comparative Law: Volume XI: Torts: Chapter 3: Liability for Persons Under Supervision
Jean-Pierre Le Gall; Andre Tunic (Chief Editor)
25.00 USD
Add to Shopping Cart

Ajitmahatantra: The Great Tantra of Ajita, 5 Vols
N.R. Bhat, Jean Filliozat & Pierre-Sylvain Filliozat (Ed. & Tr.)
86.00 USD
Add to Shopping Cart

Writing Dalit History and Other Essays
Yagati Chinna Rao
15.00 USD
Add to Shopping Cart

Tokyo Cancelled
Rana Dasgupta
9.00 USD
Add to Shopping Cart

Folk Culture in India
S.P.Pandey and Awadhesh Kumar Singh
23.50 USD
Add to Shopping Cart

Maha Dasoha Sutras
Sharnbasvappa Appa; Translation and Commentary By M.V.Kamath
15.00 USD
Add to Shopping Cart

A History of the Vakataka-Gupta Relations
S.R.Goyal
19.50 USD
Add to Shopping Cart

Buddhist Monasteries and Monastic Life in Ancient India: From the Third Century BC to the Seventh Century AD)
Rekha Daswani
20.00 USD
Add to Shopping Cart

Archaeology of the Chotanagpur (Jharkhand)
Dilbar Bhengra
23.50 USD
Add to Shopping Cart

Science and the Myth of Progress
Mehrdada M.Zarandi (ed.); Foreword By Giovanni Monastra
14.50 USD
Add to Shopping Cart

 


Questions, comments, or suggestions
Please write to info@mrmlonline.com
Copyright©2017. All Rights Reserved.
Powered by ChrisLands.com

 

 

cookie