Economic modeling and inference /

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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...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Christensen, Bent J. (Bent Jesper)
Other Authors: Kiefer, Nicholas M., 1951-
Format: Electronic eBook
Language:Inglés
Published: Princeton : Princeton University Press, c2009.
Subjects:
Econometric models.
Economics > Statistical methods.
Economics > Mathematical models.
Modèles économétriques.
Économie politique > Méthodes statistiques.
Économie politique > Modèles mathématiques.
BUSINESS & ECONOMICS > Econometrics.
Econometric models
Economics > Mathematical models
Economics > Statistical methods
Dynamische Optimierung
Inferenzstatistik
Stochastische dynamische Optimierung
Wirtschaftstheorie
Ökonometrisches Modell
Econometrische analyse.
Economische modellen.
Ekonometriska modeller.
Nationalekonomi > statistiska metoder.
Nationalekonomi > matematiska modeller.
Online Access:Texto completo
Table of Contents:
  • 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.

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