Econometric Modeling and Inference 在線電子書 圖書標籤:
發表於2024-11-14
Econometric Modeling and Inference 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024
Jean-Pierre Florens
Université de Toulouse I (Sciences Sociales)
Velayoudom Marimoutou
GREQAM, Université d'Aix-Marseille 2
Anne Peguin-Feissolle
CNRS and GREQAM, France
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.
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Econometric Modeling and Inference 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024