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Economic modeling and inference /
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, pa...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Princeton :
Princeton University Press,
c2009.
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| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Components of a dynamic programming model
- Discrete states and controls
- Likelihood functions for discrete state/control models
- Random utility models
- Continuous states, discrete controls
- Econometric framework for the search model
- Exact distribution theory for the job search model
- Measurement error in the prototypal job search model
- Asset markets
- Financial options
- Retirement
- Continuous states and controls
- Continuous-time models
- Microeconomic applications
- Macroeconomic applications
- Finance application: futures hedging
- Intertemporal asset pricing
- Dynamic equilibrium: the search model
- Dynamic equilibrium: search equilibrium extensions
- Appendix: Brief review of statistical theory.