Econometric Modeling and Inference (Themes in Modern Econometrics)

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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.

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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.

Vêlayoudom Marimoutou is Professor of Economics at the University of Aix-Marseille 2 and a member of GREQAM. His research fields include: time series analysis, non-stationary processes, long range dependence, and applied econometrics of exchange rates, finance, macroeconometrics, convergence, and international trade. His articles have appeared in publications such as the Journal of International Money and Finance, Oxford Bulletin of Economics and Statistics, and the Journal of Applied Probability.

Anne Peguin-Feissolle is Research Director of the National Center of Scientific Research (CNRS) and a member of the GREQAM. She conducts research on econometric modelling, especially nonlinear econometrics, applications to macroeconomics, finance, spatial economics, artificial neural network modelling, and long memory problems. Professor Peguin-Feissolle's published research has appeared in Economics Letters, Economic Modelling, European Economic Review, Applied Economics, and the Annales d'Economie et de Statistique, among other publications.

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1.

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

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Descrizione libro Cambridge University Press, 2007. PAP. Condizione libro: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Codice libro della libreria FM-9780521700061

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JEAN-PIERRE FLORENS , VELAYOUDOM MARIMOUTOU , ANNE PEGUIN-FEISSOLLE , TRANSLATED BY JOSEF PERKTOLD , MARINE CARRASCO
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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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Descrizione libro 2007. PAP. Condizione libro: New. New Book.Shipped from US within 10 to 14 business days. Established seller since 2000. Codice libro della libreria IB-9780521700061

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