Econometric Modeling and Inference

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9780521700061: Econometric Modeling and Inference

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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Recensione:

'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

Descrizione del libro:

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.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

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1.

Jean-Pierre Florens; Velayoudom Marimoutou; Anne Peguin-Feissolle; Translator-Josef Perktold; Translator-Marine Carrasco
Editore: Cambridge University Press (2007)
ISBN 10: 052170006X ISBN 13: 9780521700061
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Ergodebooks
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Descrizione libro Cambridge University Press, 2007. Paperback. Condizione libro: New. Codice libro della libreria SONG052170006X

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2.

Florens, Jean-Pierre; Marimoutou, Velayoudom; Peguin-Feissolle, Anne
ISBN 10: 052170006X ISBN 13: 9780521700061
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LIMEROCK BOOKS INC.
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Descrizione libro Paperback. Condizione libro: New. This Book is in Good Condition; Customer Satisfaction Comes First.Delivery Time 4-12 days. 100% Money back Guaranteed!!!. Codice libro della libreria 052170006X

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3.

Jean-Pierre Florens, Velayoudom Marimoutou, Anne Peguin-Feissolle, Josef Perktold (Translator), Marine Carrasco (Translator)
Editore: Cambridge University Press (2007)
ISBN 10: 052170006X ISBN 13: 9780521700061
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Ergodebooks
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Descrizione libro Cambridge University Press, 2007. Paperback. Condizione libro: New. Codice libro della libreria DADAX052170006X

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4.

Jean-Pierre Florens, Velayoudom Marimoutou, Anne Peguin-Feissolle
Editore: CAMBRIDGE UNIVERSITY PRESS, United Kingdom (2007)
ISBN 10: 052170006X ISBN 13: 9780521700061
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Descrizione libro CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 2007. Paperback. Condizione libro: New. 228 x 154 mm. 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. Codice libro della libreria AAA9780521700061

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5.

Jean-Pierre Florens, Velayoudom Marimoutou, Anne Peguin-Feissolle
Editore: CAMBRIDGE UNIVERSITY PRESS, United Kingdom (2007)
ISBN 10: 052170006X ISBN 13: 9780521700061
Nuovi Paperback Quantità: 10
Da
The Book Depository US
(London, Regno Unito)
Valutazione libreria
[?]

Descrizione libro CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 2007. Paperback. Condizione libro: New. 228 x 154 mm. 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. Codice libro della libreria AAA9780521700061

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6.

Florens, Jean-Pierre; Marimoutou, Velayoudom; Peguin-Feissolle, Anne
Editore: Cambridge University Press (2007)
ISBN 10: 052170006X ISBN 13: 9780521700061
Nuovi Paperback Quantità: 1
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Irish Booksellers
(Rumford, ME, U.S.A.)
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Descrizione libro Cambridge University Press, 2007. Paperback. Condizione libro: New. book. Codice libro della libreria 052170006X

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7.

Jean-Pierre Florens, Velayoudom Marimoutou, and Anne Peguin-Feissolle
Editore: Cambridge University Press, New Delhi, India (2007)
ISBN 10: 052170006X ISBN 13: 9780521700061
Nuovi Paperback Prima edizione Quantità: 1
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Valutazione libreria
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Descrizione libro Cambridge University Press, New Delhi, India, 2007. Paperback. Condizione libro: 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. Codice libro della libreria 020834

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8.

Jean-Pierre Florens, Velayoudom Marimoutou, and Anne Peguin-Feissolle
Editore: Cambridge University Press, New Delhi, India (2007)
ISBN 10: 052170006X ISBN 13: 9780521700061
Nuovi Paperback Prima edizione Quantità: > 20
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Sanctum Books
(New Delhi, DELHI, India)
Valutazione libreria
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Descrizione libro Cambridge University Press, New Delhi, India, 2007. Paperback. Condizione libro: 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. Codice libro della libreria 020834

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9.

Jean-Pierre Florens/ Velayoudom Marimoutou/ Anne Peguin-Feissolle
Editore: Cambridge Univ Pr (2007)
ISBN 10: 052170006X ISBN 13: 9780521700061
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Revaluation Books
(Exeter, Regno Unito)
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Descrizione libro Cambridge Univ Pr, 2007. Paperback. Condizione libro: Brand New. 496 pages. 8.75x5.75x1.00 inches. In Stock. Codice libro della libreria __052170006X

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10.

JEAN-PIERRE FLORENS , VELAYOUDOM MARIMOUTOU , ANNE PEGUIN-FEISSOLLE , TRANSLATED BY JOSEF PERKTOLD , MARINE CARRASCO
ISBN 10: 052170006X ISBN 13: 9780521700061
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Herb Tandree Philosophy Books
(Stroud, GLOS, Regno Unito)
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Descrizione libro 2007. Paperback. Condizione libro: NEW. 9780521700061 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Codice libro della libreria HTANDREE0471008

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