Presents the main statistical tools of econometrics.
Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.
Jean-Pierre Florens is Professor of Mathematics at the University of Toulouse I, where he holds the Chair in Statistics and Econometrics, and a senior member of the Institut Universitaire de France. He is also a member of the IDEI and GREMAQ research groups. Professor Florens' research interests include: statistics and econometrics methods, applied econometrics, and applied statistics. He is coauthor of Elements of Bayesian Statistics with Michel Mouchart and Jean-Marie Rolin (1990). The editor or co-editor of several econometrics and statistics books, he has also published numerous articles in the major econometric reviews, such as Econometrica, Journal of Econometrics, and Econometric Theory.
Vêlayoudom Marimoutou is Professor of Economics at the University of Aix-Marseille 2 and a member of GREQAM. His research fields include: time series analysis, non-stationary processes, long range dependence, and applied econometrics of exchange rates, finance, macroeconometrics, convergence, and international trade. His articles have appeared in publications such as the Journal of International Money and Finance, Oxford Bulletin of Economics and Statistics, and the Journal of Applied Probability.
Anne Peguin-Feissolle is Research Director of the National Center of Scientific Research (CNRS) and a member of the GREQAM. She conducts research on econometric modelling, especially nonlinear econometrics, applications to macroeconomics, finance, spatial economics, artificial neural network modelling, and long memory problems. Professor Peguin-Feissolle's published research has appeared in Economics Letters, Economic Modelling, European Economic Review, Applied Economics, and the Annales d'Economie et de Statistique, among other publications.
„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.
Anbieter: D2D Books, Berkshire, Vereinigtes Königreich
Soft cover. Zustand: Very Good. Cambridge University Press 2007 paperback xxi 496 pp, has creases to spine Otherwise covers and inside in VERY GOOD CLEAN TIGHT READING ORDER. Full refund if not satisfied. 24 hour dispatch. If not pictured in this listing, a scan of the actual book is available on request. Artikel-Nr. res173
Anzahl: 1 verfügbar
Anbieter: Romtrade Corp., STERLING HEIGHTS, MI, USA
Zustand: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide. Artikel-Nr. ABBB-132374
Anbieter: Romtrade Corp., STERLING HEIGHTS, MI, USA
Zustand: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide. Artikel-Nr. ABBB-136258
Anbieter: Majestic Books, Hounslow, Vereinigtes Königreich
Zustand: Used. pp. xxi + 496. Artikel-Nr. 7621148
Anzahl: 1 verfügbar
Anbieter: Biblios, Frankfurt am main, HESSE, Deutschland
Zustand: Used. pp. xxi + 496. Artikel-Nr. 18259529
Anzahl: 1 verfügbar
Anbieter: Kennys Bookstore, Olney, MD, USA
Zustand: New. Presents the main statistical tools of econometrics. Translator(s): Perktold, Josef; Carrasco, Marine. Series: Themes in Modern Econometrics. Num Pages: 518 pages. BIC Classification: KCH. Category: (P) Professional & Vocational. Dimension: 229 x 152 x 29. Weight in Grams: 702. . 2007. Paperback. . . . . Books ship from the US and Ireland. Artikel-Nr. V9780521700061
Anzahl: Mehr als 20 verfügbar
Anbieter: Revaluation Books, Exeter, Vereinigtes Königreich
Paperback. Zustand: Brand New. 496 pages. 8.75x5.75x1.00 inches. In Stock. Artikel-Nr. x-052170006X
Anzahl: 2 verfügbar
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Presents the main statistical tools of econometrics, focusing specifically on modern econometric methodology. The authors unify the approach by using a small number of estimation techniques, mainly generalized method of moments (GMM) estimation and kernel smoothing. The choice of GMM is explained by its relevance in structural econometrics and its preeminent position in econometrics overall. Split into four parts, Part I explains general methods. Part II studies statistical models that are best suited for microeconomic data. Part III deals with dynamic models that are designed for macroeconomic and financial applications. In Part IV the authors synthesize a set of problems that are specific to statistical methods in structural econometrics, namely identification and over-identification, simultaneity, and unobservability. Many theoretical examples illustrate the discussion and can be treated as application exercises. Nobel Laureate James A. Heckman offers a foreword to the work. Artikel-Nr. 9780521700061
Anzahl: 2 verfügbar