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About 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.
Detailed Information
| Author: | Jean-Pierre Florens, Velayoudom Marimoutou, Anne Peguin-Feissolle |
|---|---|
| Publication Year: | 2007 |
| ISBN: | 9780521700061 |
| Pages: | 520 |
| Language: | English |
| File Size: | 2.747 |
| Format: | |
| Price: | FREE |
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