Econometric Modeling and Inference

✍ Scribed by Jean-Pierre Florens; Velayoudom Marimoutou; Anne Peguin-Feissolle; Josef Perktold; Marine Carrasco

Publisher: Cambridge University Press
Year: 2007
Tongue: English
Leaves: 520
Series: Themes in modern econometrics
Category: Library

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✦ Synopsis

Presents the main statistical tools of econometrics.

✦ Table of Contents

Content: Cover; Half-title; Series-title; Title; Copyright; Dedication; Contents; Foreword; Preface; 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 Models13 Nonstationary Processes and Cointegration; 14 Models for Conditional Variance; 15 Nonlinear Dynamic Models; Part Iv: Structural Modeling; 16 Identification and Overidentification in Structural Modeling; 17 Simultaneity; 18 Models with Unobservable Variables; Bibliography; Index.
Abstract: Presents the main statistical tools of econometrics

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