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Econometric Modeling and Inference

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ISBN-10: 0521876400

ISBN-13: 9780521876407

Edition: 2007

Authors: Jean-Pierre Florens, Velayoudom Marimoutou, Anne Peguin-Feissolle, Josef Perktold, Marine Carrasco

List price: $156.00
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Florens, Marimoutou and Peguin-Foissolle present the main statistical tools pf econometric methodology. They unify the approach by using a small number of estimation techniques mainly generalized method of moments (GMM) estimation and kernel smoothing.
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Book details

List price: $156.00
Copyright year: 2007
Publisher: Cambridge University Press
Publication date: 7/2/2007
Binding: Hardcover
Pages: 518
Size: 6.00" wide x 9.25" long x 1.25" tall
Weight: 1.760
Language: English

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…    

V#234;layoudom 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.

Statistical Methods
Statistical models
Sequential models and asymptotics
Estimation by maximization and by the method of moments
Asymptotic tests
Nonparametric methods
Simulation methods
Regression Models
Conditional expectation
Univariate regression
Generalized least squares method, heteroskedasticity, and multivariate regression
Nonparametric estimation of the regression
Discrete variables and partially observed models
Dynamic Models
Stationary dynamic models
Nonstationary processes and cointegration
Models for conditional variance
Nonlinear dynamic models
Structural Modeling
Identification and overidentification in structural modeling
Simultaneity
Models with unobservable variables.