Cover of Econometric Modeling and Inference by Florens, Jean-Pierre, Marimoutou, Velayoudom, Peguin-Feissolle, Anne, ISBN 9780521700061
Econometrics

Econometric Modeling and Inference

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Paperback Β· ISBN 9780521700061

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Key Specifications

ISBN 9780521700061
Publisher Cambridge University Press
Publication date August 2007
Language English
MRP Β£49.00 GBP
Page count 520
Item weight 152 g

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.