000 02240nam a2200289 i 4500
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
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