Econometric Modeling and Inference (Themes in Modern Econometrics)

5 valoración promedio
( 1 valoraciones por Goodreads )
 
9780521700061: Econometric Modeling and Inference (Themes in Modern Econometrics)

The aim of this book is to present the main statistical tools of econometrics. It covers almost all modern econometric methodology and unifies the approach by using a small number of estimation techniques, many from generalized method of moments (GMM) estimation. The work is in four parts: Part I sets forth statistical methods, Part II covers regression models, Part III investigates dynamic models, and Part IV synthesizes a set of problems that are specific models in structural econometrics, namely identification and overidentification, simultaneity, and unobservability. Many theoretical examples illustrate the discussion and can be treated as application exercises.

"Sinopsis" puede pertenecer a otra edición de este libro.

Book Description:

The goal of this book is to present 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.

About the Author:

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.

"Sobre este título" puede pertenecer a otra edición de este libro.

Los mejores resultados en AbeBooks

1.

Jean-Pierre Florens, Velayoudom Marimoutou, and Anne Peguin-Feissolle
Editorial: Cambridge University Press, New Delhi, India (2007)
ISBN 10: 052170006X ISBN 13: 9780521700061
Nuevos Paperback Primera edición Cantidad: 1
Librería
Valoración
[?]

Descripción Cambridge University Press, New Delhi, India, 2007. Paperback. Estado de conservación: 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. de la librería 020834

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 31,50
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 4,51
De India a Estados Unidos de America
Destinos, gastos y plazos de envío

2.

Jean-Pierre Florens, Velayoudom Marimoutou, and Anne Peguin-Feissolle
Editorial: Cambridge University Press, New Delhi, India (2007)
ISBN 10: 052170006X ISBN 13: 9780521700061
Nuevos Paperback Primera edición Cantidad: > 20
Librería
Sanctum Books
(New Delhi, DELHI, India)
Valoración
[?]

Descripción Cambridge University Press, New Delhi, India, 2007. Paperback. Estado de conservación: 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. de la librería 020834

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 35,00
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 5,01
De India a Estados Unidos de America
Destinos, gastos y plazos de envío

3.

Jean-Pierre Florens, Velayoudom Marimoutou, Anne Peguin-Feissolle
Editorial: CAMBRIDGE UNIVERSITY PRESS, United Kingdom (2007)
ISBN 10: 052170006X ISBN 13: 9780521700061
Nuevos Paperback Cantidad: 10
Librería
The Book Depository
(London, Reino Unido)
Valoración
[?]

Descripción CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 2007. Paperback. Estado de conservación: 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. de la librería AAA9780521700061

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 43,28
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

4.

Jean-Pierre Florens, Velayoudom Marimoutou, Anne Peguin-Feissolle
Editorial: CAMBRIDGE UNIVERSITY PRESS, United Kingdom (2007)
ISBN 10: 052170006X ISBN 13: 9780521700061
Nuevos Paperback Cantidad: 10
Librería
The Book Depository US
(London, Reino Unido)
Valoración
[?]

Descripción CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 2007. Paperback. Estado de conservación: 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. de la librería AAA9780521700061

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 43,29
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

5.

Jean-Pierre Florens, Velayoudom Marimoutou, Anne Peguin-Feissolle
Editorial: Cambridge University Press 2007 (2007)
ISBN 10: 052170006X ISBN 13: 9780521700061
Nuevos Tapa blanda Cantidad: 1
Librería
Robin Summers
(Aldeburgh, Reino Unido)
Valoración
[?]

Descripción Cambridge University Press 2007, 2007. Estado de conservación: New. New paperback. May show some slight shelf wear but content fine and unread. Nº de ref. de la librería A151442

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 30,43
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 14,77
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

6.

Jean-Pierre Florens
Editorial: Cambridge University Press (2007)
ISBN 10: 052170006X ISBN 13: 9780521700061
Nuevos Cantidad: > 20
Librería
Books2Anywhere
(Fairford, GLOS, Reino Unido)
Valoración
[?]

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

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 35,88
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 10,23
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

7.

Jean-Pierre Florens
Editorial: Cambridge University Press
ISBN 10: 052170006X ISBN 13: 9780521700061
Nuevos Paperback Cantidad: 5
Librería
THE SAINT BOOKSTORE
(Southport, Reino Unido)
Valoración
[?]

Descripción Cambridge University Press. Paperback. Estado de conservación: New. New copy - Usually dispatched within 2 working days. Nº de ref. de la librería B9780521700061

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 41,04
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 7,89
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

8.

Florens, Jean-Pierre
ISBN 10: 052170006X ISBN 13: 9780521700061
Nuevos Cantidad: 18
Librería
Paperbackshop-US
(Wood Dale, IL, Estados Unidos de America)
Valoración
[?]

Descripción 2007. PAP. Estado de conservación: New. New Book. Shipped from US within 10 to 14 business days. Established seller since 2000. Nº de ref. de la librería VM-9780521700061

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 51,91
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 3,39
A Estados Unidos de America
Destinos, gastos y plazos de envío

9.

Jean-Pierre Florens/ Velayoudom Marimoutou/ Anne Peguin-Feissolle
Editorial: Cambridge Univ Pr (2007)
ISBN 10: 052170006X ISBN 13: 9780521700061
Nuevos Paperback Cantidad: 1
Librería
Revaluation Books
(Exeter, Reino Unido)
Valoración
[?]

Descripción Cambridge Univ Pr, 2007. Paperback. Estado de conservación: Brand New. 496 pages. 8.75x5.75x1.00 inches. In Stock. Nº de ref. de la librería __052170006X

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 50,48
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 6,82
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

10.

Florens, Jean-Pierre
ISBN 10: 052170006X ISBN 13: 9780521700061
Nuevos Cantidad: 18
Librería
Pbshop
(Wood Dale, IL, Estados Unidos de America)
Valoración
[?]

Descripción 2007. PAP. Estado de conservación: New. New Book.Shipped from US within 10 to 14 business days. Established seller since 2000. Nº de ref. de la librería IB-9780521700061

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 54,19
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 3,39
A Estados Unidos de America
Destinos, gastos y plazos de envío

Existen otras copia(s) de este libro

Ver todos los resultados de su búsqueda