Econometric Modeling and Inference Paperback (Themes in Modern Econometrics)

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9780521700061: Econometric Modeling and Inference Paperback (Themes in Modern Econometrics)
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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.

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Críticas:

'This book is invaluable to researchers and all who are interested in the statistical analysis of time series, microeconomic data, financial and econometric models.' Journal of Applied Statistics

'... this book ... make[s] a great contribution to teaching the next generation of theoretical econometricians. ... Econometric Modeling and Inference provides an excellent, low- cost opportunity to catch up with what the econometrics subfield has been doing.' Journal of the American Statistical Association

Biografía del autor:

Jean-Pierre Florens is Professor of Mathematics at the University of Toulouse I, where he holds the Chair in Statistics and Econometrics, and a senior member of the Institut Universitaire de France. He is also a member of the IDEI and GREMAQ research groups. Professor Florens' research interests include: statistics and econometrics methods, applied econometrics, and applied statistics. He is coauthor of Elements of Bayesian Statistics with Michel Mouchart and Jean-Marie Rolin (1990). The editor or co-editor of several econometrics and statistics books, he has also published numerous articles in the major econometric reviews, such as Econometrica, Journal of Econometrics, and Econometric Theory.

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Jean-Pierre Florens; Velayoudom Marimoutou; Anne Peguin-Feissolle
Publicado por Cambridge University Press (2007)
ISBN 10: 052170006X ISBN 13: 9780521700061
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Descripción Cambridge University Press, 2007. Condición: New. book. Nº de ref. del artículo: M052170006X

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Jean-Pierre Florens, Velayoudom Marimoutou, and Anne Peguin-Feissolle
Publicado por Cambridge University Press, New Delhi, India (2007)
ISBN 10: 052170006X ISBN 13: 9780521700061
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Descripción Cambridge University Press, New Delhi, India, 2007. Paperback. Condición: New. First Edition. 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. Size: 150 x 230 Mm. Nº de ref. del artículo: 020834

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Jean-Pierre Florens, Velayoudom Marimoutou, Anne Peguin-Feissolle
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ISBN 10: 052170006X ISBN 13: 9780521700061
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Descripción CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 2007. Paperback. Condición: New. Language: English . Brand New Book. 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. Nº de ref. del artículo: AAA9780521700061

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Jean-Pierre Florens, Velayoudom Marimoutou, Anne Peguin-Feissolle
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Descripción CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 2007. Paperback. Condición: New. Language: English . Brand New Book. 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. Nº de ref. del artículo: AAA9780521700061

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Descripción Cambridge University Press, 2007. PAP. Condición: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Nº de ref. del artículo: FM-9780521700061

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Jean-Pierre Florens, Velayoudom Marimoutou, Anne Peguin-Feissolle
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Descripción Cambridge University Press 2007, 2007. Condición: New. New paperback. May show some slight shelf wear but content fine and unread. Nº de ref. del artículo: A151442

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Jean-Pierre Florens, Velayoudom Marimoutou, Anne Peguin-Feissolle, Josef Perktold (Translator), Marine Carrasco (Translator)
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Descripción Cambridge Univ Pr, 2007. Paperback. Condición: Brand New. 496 pages. 8.75x5.75x1.00 inches. In Stock. Nº de ref. del artículo: __052170006X

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