000 | 02240nam a2200289 i 4500 | ||
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001 | UK0418911941 | ||
003 | OSt | ||
008 | 080603s2007 uk f 001 0 eng d | ||
020 | _a0-521-70006-X | ||
040 |
_aUCA-CSJ _cUCA |
||
100 | 1 | _aFlorens, Jean Pierre | |
245 | 1 | 0 |
_aEconometric modeling and inference / _cJean Pierre Florens, Anne Peguin-Feissolle, Vêlayoudom Marimoutou ; translated by Josef Perktold and Marine Carrasco ; foreword by JamesJ. Heckman |
260 |
_aCambridge : _bCambridge University Press, _c2007 |
||
300 |
_aXXI, 496. ; _c23 cm |
||
490 | 0 | 0 | _aThemes in modern econometrics |
504 | _aBibliografía: p. 477-492. - índice | ||
520 | _aThe 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. | ||
520 | _aÍndice: 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 cond... Etc. | ||
650 | 0 | 4 |
_aEconometría _9788 |
700 | 1 | _aPeguin-Feissolle, Anne | |
700 | 1 | _aMarimoutou, Vêlayoudom | |
909 |
_bcsj _c- |
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998 |
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907 |
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999 |
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