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Econometric Modeling and Inference [Repost]
![Econometric Modeling and Inference [Repost]](https://pixhost.icu/avaxhome/85/5e/002c5e85.jpeg)
Jean-Pierre Florens, Velayoudom Marimoutou, Anne Peguin-Feissolle - Econometric Modeling and Inference
Published: 2007-07-02 | ISBN: 0521876400, 052170006X | PDF | 518 pages | 3 MB
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.