Econometric Modeling and Inference
- ISBN-10
- 0521876400
- ISBN-13
- 9780521876407
- Category
- Business & Economics
- Pages
- 518
- Language
- English
- Published
- 2007-07-02
- Publisher
- Cambridge University Press
- Authors
- Jean-Pierre Florens, Velayoudom Marimoutou, Anne Peguin-Feissolle
Description
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.
Get the book
Other editions
Similar books
-
Economic Modeling and Inference
By Bent Jesper Christensen, Nicholas M. KieferEconomic Modeling and Inference takes econometrics to a new level by demonstrating how to combine modern economic theory with the latest statistical inference methods to get the most out of economic data.
-
Econometric Modeling and Inference
Many theoretical examples illustrate the discussion and can be treated as application exercises. Nobel Laureate James A. Heckman offers a foreword to the work.
-
Bayesian Inference in Dynamic Econometric Models
By Luc Bauwens, Michel Lubrano, Jean-François Richard... 289, 296, 330 Balestra P., 151, 153, 323 Barndorff-Nielsen O.E., 336 Barnett W.A., 333 Bauwens L., 76, 80-83, 87, ... 162-164, 233, 326 Delampedy M., 26, 324 Devroye L., 312, 314, 316, 326 Dickey D.A., 158, 162, 326 Dickey J.M., 99, ...
-
Identification and Inference for Econometric Models: Essays in Honor of Thomas Rothenberg
By James H. Stock, Donald W. K. Andrews, Thomas J. RothenbergThis volume contains the papers presented in honor of the lifelong achievements of Thomas J. Rothenberg on the occasion of his retirement.
-
Methods for Estimation and Inference in Modern Econometrics
By Stanislav Anatolyev, Nikolay GospodinovThe book also add
-
Probability Theory and Statistical Inference: Econometric Modeling with Observational Data
By Aris SpanosA major textbook for students taking introductory courses in probability theory and statistical inference.
-
Econometric Modeling: A Likelihood Approach
By David F. Hendry, Bent NielsenJournal of the Royal Statistical Society, B, 68, 707–720. Nielsen, B. (2007). ... Office for National Statistics (2005). Key Population and Vital Statistics, 2003. ... Key Population and Vital Statistics, 2004.
-
Probability Theory and Statistical Inference: Empirical Modeling with Observational Data
By Aris SpanosKolmogorov, A. N. (1931) “On analytical methods in probability theory. ... Introductory Real Analysis. ... Lewis, P. A. W. and E. J. Orav (1989) Simulation Methodology for Statisticians, Operations Analysts, and Engineers, vol. 1.
-
Causal Inference in Economic Models
By Stephen F. LeRoyThe effect of female education on fertility and infant health: Evidence from school entry policies using exact date of birth. American Economic Review, 101(1):158—195, 2011. [31] Stephen L. Morgan and Christopher Winship.
-
Simulation-based Inference in Econometrics: Methods and Applications
By Til Schuermann, Roberto Mariano, Melvyn J. WeeksThis substantial volume has two principal objectives.