عنوان

Econometric modeling and inference /

(Number (ISBN

0511333579

(Number (ISBN

0511334850

(Number (ISBN

0511335431

(Number (ISBN

0511805594

(Number (ISBN

9780511333576

(Number (ISBN

9780511334856

(Number (ISBN

9780511335433

(Number (ISBN

9780511805592

Erroneous ISBN

052170006X

Erroneous ISBN

0521876400

Erroneous ISBN

9780521700061

Erroneous ISBN

9780521876407

Number

b736405

Title Proper

Econometric modeling and inference /

General Material Designation

[Book]

First Statement of Responsibility

Jean-Pierre Florens, Vêlayoudom Marimoutou, Anne Péguin-Feissolle ; translated by Josef Perktold and Marine Carrasco ; foreword by James J. Heckman.

Place of Publication, Distribution, etc.

New York :

Name of Publisher, Distributor, etc.

Cambridge University Press,

Date of Publication, Distribution, etc.

2007.

Specific Material Designation and Extent of Item

1 online resource (xxi, 496 pages)

Series Title

Themes in modern econometrics

Text of Note

Includes bibliographical references (pages 477-492) and index.

Text of Note

pt. I. Statistical methods. Statistical models -- Sequential models and asymptotics -- Estimation by maximization and by the method of moments -- Asymptotic tests -- Nonparametric methods -- Simulation methods -- pt. II. Regression models. Conditional expectation -- Univariate regression -- Generalized least squares method, heteroskedasticity, and multivariate regression -- Nonparametric estimation of the regression -- Discrete variables and partially observed models -- pt. III. Dynamic models. Stationary dynamic models -- Nonstationary processes and cointegration -- Models for conditional variance -- Nonlinear dynamic models -- pt. IV. Structural modeling. Identification and overidentification in structural modeling -- Simultaneity -- Models with unobservable variables.

0

Text of Note

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.

Title

Econometric modeling and inference.

International Standard Book Number

9780521876407

General Material Designation

Économétrie.

Language (when part of a heading)

English

Econometric models.

Econometrics.

Economics-- Mathematical models.

Économétrie.

Économie politique-- Modèles mathématiques.

Modèles économétriques.

BUSINESS & ECONOMICS-- Econometrics.

BUSINESS & ECONOMICS-- Statistics.

Econometric models.

Econometrics.

Econometrische modellen.

Economics-- Mathematical models.

Ökonometrie

Ökonometrisches Modell

BUS-- 021000

BUS-- 061000

Number

Edition

Class number

Book number

Class number

Class number

Class number

Class number

System Code

System Code

System Code

System Code

Florens, J. P.

Marimoutou, Vêlayoudom,1957-

Péguin-Feissolle, Anne,1954-

Date of Transaction

20201203201151.0

Cataloguing Rules (Descriptive Conventions))

pn

Electronic name

[Book]

Y