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Econometric Modeling and Inference (Themes in Modern Econometrics) by Jean-Pierre Florens

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Published by Cambridge University Press .
Written in English

Subjects:

  • Business & Economics,
  • Business / Economics / Finance,
  • Business/Economics,
  • Econometrics,
  • Business & Economics / Econometrics,
  • Econometric models,
  • Economics,
  • Mathematical models

Book details:

Edition Notes

ContributionsJosef Perktold (Translator), Marine Carrasco (Translator)
The Physical Object
FormatHardcover
Number of Pages518
ID Numbers
Open LibraryOL10438148M
ISBN 100521876400
ISBN 109780521876407

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"Economic Modeling and Inference blends economic theory and statistical inference in a seamless fashion. Every dynamic decision model is discussed with an eye for it to be fit with economic data. Every econometric inference tool is developed for the purpose of testing economic decision models. This book is long overdue. Econometric modeling and inference. [J P Florens; Vêlayoudom Marimoutou; Anne Péguin-Feissolle] focusing specifically on modern econometric methodology. 'This book is invaluable to researchers and all who are interested in the statistical analysis of time series, microeconomic data, financial and econometric models.'. The unified likelihood-based approach of this book gives students the required statistical foundations of estimation and inference, and leads to a thorough understanding of econometric techniques. David Hendry and Bent Nielsen introduce modeling for a range of situations, including binary data sets, multiple regression, and cointegrated systems. Econometric Modeling and Inference provides an excellent, low- cost opportunity to catch up with what the econometrics subfield has been doing.' Source: Journal of Author: Jean-Pierre Florens, Velayoudom Marimoutou, Anne Peguin-Feissolle, Josef Perktold, Marine Carrasco.

Econometric Modeling provides a new and stimulating introduction to econometrics, focusing on modeling. The key issue confronting empirical economics is to establish sustainable relationships that are both supported by data and interpretable from economic theory. The unified likelihood-based approach of this book gives students the required statistical foundations of estimation . 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 . The chapters cover four themes: identification and efficient estimation in econometrics, asymptotic approximations to the distributions of econometric estimators and tests, inference involving potentially nonstationary time series, such as processes that might have a unit autoregressive root, and nonparametric and semiparametric inference. Get this from a library! Econometric modeling and inference. [J P Florens; Vêlayoudom Marimoutou; Anne Péguin-Feissolle] -- 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.

Econometric Modeling & Inference by Jean Pierre Florens 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. Yaw Nyarko, New York University "Economic Modeling and Inference blends economic theory and statistical inference in a seamless fashion. Every dynamic decision model is discussed with an eye for it to be fit with economic data. Every econometric inference tool is developed for the purpose of testing economic decision models. This book is long.   Econometric Modeling and Inference by Jean-Pierre Florens, , available at Book Depository with free delivery worldwide.5/5(1). Probability theory and statistical inference: econometric modeling with observational data Aris Spanos This major new textbook is intended for students taking introductory courses in probability theory and statistical inference.