Econometric Modeling and Inference (Themes in Modern Econometrics) Год выпуска: 2007Автор: Jean-Pierre Florens, Velayoudom Marimoutou, Anne Peguin-FeissolleИздательство: Страниц: 520ISBN: 0521876400Описание 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.
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Валерия Марина, здравствуйте! Я защитилась на 5! Спасибо Вам:)
