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Econometric Modeling and Inference (Themes in Modern Econometrics) by Jean-Pierre Florens, Vêlayoudom Marimoutou, Anne Péguin-Feissolle; translators, Josef Perktold and Marine Carrasco is a nonfiction available to read on EtoBox.
What is Econometric Modeling and Inference (Themes in Modern Econometrics) about?
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.
Who reads Econometric Modeling and Inference (Themes in Modern Econometrics)?
It is typically read by self-directed learners exploring a subject in depth.
Common subject areas: history, science, philosophy, social sciences.
- Author
- Jean-Pierre Florens, Vêlayoudom Marimoutou, Anne Péguin-Feissolle; translators, Josef Perktold and Marine Carrasco
- Publisher
- Cambridge University Press (Virtual Publishing)
- Published
- 2007
- Language
- EN
- ISBN
- 9780521700061
- Category
- nonfiction
- Subjects
- Business, Economics, Finance
Other editions & translations
More by Jean-Pierre Florens, Vêlayoudom Marimoutou, Anne Péguin-Feissolle; translators, Josef Perktold and Marine Carrasco
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