Econometric Modeling and Inference
Normal Price: $94.95
Your Price: $85.46 AUD, inc. GST
Shipping: $7.95 per order
You Save: $9.50! (10% off normal price)
Plus...earn $4.27 in Boomerang Bucks
Availability: Available to Backorder, No Due Date for Supply
Econometric Modeling and Inference by Jean-Pierre Florens
Book DescriptionPresents the main statistical tools of econometrics, focusing specifically on modern econometric methodology. The authors unify the approach by using a small number of estimation techniques, mainly generalized method of moments (GMM) estimation and kernel smoothing. The choice of GMM is explained by its relevance in structural econometrics and its preeminent position in econometrics overall. Split into four parts, Part I explains general methods. Part II studies statistical models that are best suited for microeconomic data. Part III deals with dynamic models that are designed for macroeconomic and financial applications. In Part IV the authors synthesize a set of problems that are specific to statistical methods in structural econometrics, namely identification and over-identification, simultaneity, and unobservability. Many theoretical examples illustrate the discussion and can be treated as application exercises. Nobel Laureate James A. Heckman offers a foreword to the work.
Buy Econometric Modeling and Inference book by Jean-Pierre Florens from Australia's Online Bookstore, Boomerang Books.
Book DetailsISBN: 9780521700061
(228mm x 152mm x 25mm)
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 2-Jul-2007
Country of Publication: United Kingdom
Books By Author Jean-Pierre Florens
Econometric Modeling and Inference, Hardback (July 2007)» View all books by Jean-Pierre Florens
Presents the main statistical tools of econometrics.
» Have you read this book? We'd like to know what you think about it - write a review about Econometric Modeling and Inference book by Jean-Pierre Florens and you'll earn 50c in Boomerang Bucks loyalty dollars (you must be a member - it's free to sign up!)
Author Biography - Jean-Pierre Florens
Jean-Pierre Florens is Professor of Mathematics at the University of Toulouse I, where he holds the Chair in Statistics and Econometrics, and a senior member of the Institut Universitaire de France. He is also a member of the IDEI and GREMAQ research groups. Professor Florens' research interests include: statistics and econometrics methods, applied econometrics, and applied statistics. He is coauthor of Elements of Bayesian Statistics with Michel Mouchart and Jean-Marie Rolin (1990). The editor or co-editor of several econometrics and statistics books, he has also published numerous articles in the major econometric reviews, such as Econometrica, Journal of Econometrics, and Econometric Theory. Velayoudom Marimoutou is Professor of Economics at the University of Aix-Marseille 2 and a member of GREQAM. His research fields include: time series analysis, non-stationary processes, long range dependence, and applied econometrics of exchange rates, finance, macroeconometrics, convergence, and international trade. His articles have appeared in publications such as the Journal of International Money and Finance, Oxford Bulletin of Economics and Statistics, and the Journal of Applied Probability. Anne Peguin-Feissolle is Research Director of the National Center of Scientific Research (CNRS) and a member of the GREQAM. She conducts research on econometric modelling, especially nonlinear econometrics, applications to macroeconomics, finance, spatial economics, artificial neural network modelling, and long memory problems. Professor Peguin-Feissolle's published research has appeared in Economics Letters, Economic Modelling, European Economic Review, Applied Economics, and the Annales d'Economie et de Statistique, among other publications.
Bestselling Books: Our Current Bestsellers | Australia's Hottest 1000 Books | Bestselling Fiction | Bestselling Crime Mysteries and Thrillers | Bestselling Non Fiction Books | Bestselling Sport Books | Bestselling Gardening and Handicrafts Books | Bestselling Biographies | Bestselling Food and Drink | Bestselling History | Bestselling Travel Books | Bestselling School Textbooks & Study Guides | Bestselling Children's General Non-Fiction | Bestselling Young Adult Fiction | Bestselling Children's Fiction | Bestselling Picture Books | Top 100 US Bestsellers
Phone: 1300 36 33 32 (9am-5pm Mon-Fri AEST) - International: +61 2 9960 7998 - Online Form
Address: Boomerang Books, 878 Military Road, Mosman Junction, NSW, 2088
© 2003-2017. All Rights Reserved. Eclipse Commerce Pty Ltd - ACN: 122 110 687 - ABN: 49 122 110 687
For every $20 you spend on books, you will receive $1 in Boomerang Bucks loyalty dollars. You can use your Boomerang Bucks as a credit towards a future purchase from Boomerang Books. Note that you must be a Member (free to sign up) and that conditions do apply.