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Econometric Modeling And Inference Florens Jp Et Al

  • SKU: BELL-2042970
Econometric Modeling And Inference Florens Jp Et Al
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Econometric Modeling And Inference Florens Jp Et Al instant download after payment.

Publisher: CUP
File Extension: PDF
File size: 2.12 MB
Pages: 520
Author: Florens J.-P., et al.
ISBN: 9780521876407, 0521876400
Language: English
Year: 2007

Product desciption

Econometric Modeling And Inference Florens Jp Et Al by Florens J.-p., Et Al. 9780521876407, 0521876400 instant download after payment.

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.

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