Econometric modeling and inference / Jean-Pierre Florens, Vêlayoudom Marimoutou, Anne Péguin-Feissolle ; translated by Josef Perktold and Marine Carrasco ; foreword by James J. Heckman.

Format:

Book

Author/Creator:

Florens, J. P.

Contributor:

Marimoutou, Vêlayoudom, 1957-

Péguin-Feissolle, Anne, 1954-

John Lammey Stewart Memorial Library Fund.

Series:

Themes in modern econometrics

Standardized Title:

Économétrie. English

Language:

English

French

Subjects (All):

Econometric models.

Econometrics.

Economics--Mathematical models.

Economics.

Physical Description:

xxi, 496 pages ; 24 cm.

Place of Publication:

Cambridge ; New York : Cambridge University Press, 2007.

Language Note:

Translated from the French.

Summary:

Presents the main statistical tools of econometrics.

Contents:

pt. I. Statistical methods. Statistical models

Sequential models and asymptotics

Estimation by maximization and by the method of moments

Asymptotic tests

Nonparametric methods

Simulation methods

pt. II. Regression models. Conditional expectation

Univariate regression

Generalized least squares method, heteroskedasticity, and multivariate regression

Nonparametric estimation of the regression

Discrete variables and partially observed models

pt. III. Dynamic models. Stationary dynamic models

Nonstationary processes and cointegration

Models for conditional variance

Nonlinear dynamic models

pt. IV. Structural modeling. Identification and overidentification in structural modeling

Simultaneity

Models with unobservable variables.

Notes:

Includes bibliographical references (pages 477-492) and index.

Local Notes:

Acquired for the Penn Libraries with assistance from the John Lammey Stewart Memorial Library Fund.

ISBN:

9780521700061

9780521876407

0521876400

052170006X

OCLC:

76961316

Publisher Number:

99975433132