Econometric Modeling And Inference

Download Econometric Modeling And Inference full books in PDF, epub, and Kindle. Read online free Econometric Modeling And Inference ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!

Economic Modeling and Inference

Economic Modeling and Inference
Author :
Publisher : Princeton University Press
Total Pages : 488
Release :
ISBN-10 : 9781400833108
ISBN-13 : 1400833108
Rating : 4/5 (108 Downloads)

Book Synopsis Economic Modeling and Inference by : Bent Jesper Christensen

Download or read book Economic Modeling and Inference written by Bent Jesper Christensen and published by Princeton University Press. This book was released on 2021-07-13 with total page 488 pages. Available in PDF, EPUB and Kindle. Book excerpt: Economic Modeling and Inference takes econometrics to a new level by demonstrating how to combine modern economic theory with the latest statistical inference methods to get the most out of economic data. This graduate-level textbook draws applications from both microeconomics and macroeconomics, paying special attention to financial and labor economics, with an emphasis throughout on what observations can tell us about stochastic dynamic models of rational optimizing behavior and equilibrium. Bent Jesper Christensen and Nicholas Kiefer show how parameters often thought estimable in applications are not identified even in simple dynamic programming models, and they investigate the roles of extensions, including measurement error, imperfect control, and random utility shocks for inference. When all implications of optimization and equilibrium are imposed in the empirical procedures, the resulting estimation problems are often nonstandard, with the estimators exhibiting nonregular asymptotic behavior such as short-ranked covariance, superconsistency, and non-Gaussianity. Christensen and Kiefer explore these properties in detail, covering areas including job search models of the labor market, asset pricing, option pricing, marketing, and retirement planning. Ideal for researchers and practitioners as well as students, Economic Modeling and Inference uses real-world data to illustrate how to derive the best results using a combination of theory and cutting-edge econometric techniques. Covers identification and estimation of dynamic programming models Treats sources of error--measurement error, random utility, and imperfect control Features financial applications including asset pricing, option pricing, and optimal hedging Describes labor applications including job search, equilibrium search, and retirement Illustrates the wide applicability of the approach using micro, macro, and marketing examples


Economic Modeling and Inference Related Books

Economic Modeling and Inference
Language: en
Pages: 488
Authors: Bent Jesper Christensen
Categories: Business & Economics
Type: BOOK - Published: 2021-07-13 - Publisher: Princeton University Press

DOWNLOAD EBOOK

Economic Modeling and Inference takes econometrics to a new level by demonstrating how to combine modern economic theory with the latest statistical inference m
Econometric Modeling and Inference
Language: en
Pages: 17
Authors: Jean-Pierre Florens
Categories: Business & Economics
Type: BOOK - Published: 2007-07-02 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

Presents the main statistical tools of econometrics, focusing specifically on modern econometric methodology. The authors unify the approach by using a small nu
Identification and Inference for Econometric Models
Language: en
Pages: 606
Authors: Donald W. K. Andrews
Categories: Business & Economics
Type: BOOK - Published: 2005-06-17 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

This 2005 collection pushed forward the research frontier in four areas of theoretical econometrics.
Methods for Estimation and Inference in Modern Econometrics
Language: en
Pages: 230
Authors: Stanislav Anatolyev
Categories: Business & Economics
Type: BOOK - Published: 2011-06-07 - Publisher: CRC Press

DOWNLOAD EBOOK

Methods for Estimation and Inference in Modern Econometrics provides a comprehensive introduction to a wide range of emerging topics, such as generalized empiri
Bayesian Inference in Dynamic Econometric Models
Language: en
Pages: 370
Authors: Luc Bauwens
Categories: Business & Economics
Type: BOOK - Published: 2000-01-06 - Publisher: OUP Oxford

DOWNLOAD EBOOK

This book contains an up-to-date coverage of the last twenty years advances in Bayesian inference in econometrics, with an emphasis on dynamic models. It shows