اقتصادسنجی مدل و استنتاج ( تم در مدرن اقتصاد ) Econometric Modeling and Inference (Themes in Modern Econometrics)
- نوع فایل : کتاب
- زبان : انگلیسی
- نویسنده : Jean-Pierre Florens ,Velayoudom Marimoutou ,Anne Peguin-Feissolle
- ناشر : Cambridge University Press
- چاپ و سال / کشور: 2007
- شابک / ISBN : 0511334257, 9780511334252, 0521876400, 9780521876407, 052170006X, 9780521700061
Description
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.
