Econometric modeling and inference / Jean-Pierre Florens, Vêlayoudom Marimoutou, Anne Péguin-Feissolle ; translated by Josef Perktold and Marine Carrasco ; foreword by James J. Heckman.
نوع المادة :
نصاللغة: الإنجليزية اللغة الأصلية:الفرنسية السلاسل:Themes in modern econometricsالناشر:Cambridge ; New York : Cambridge University Press, 2007وصف:xxi, 496 pages ; 24 cmنوع المحتوى:- text
- unmediated
- volume
- 9780521876407
- 0521876400
- 9780521700061
- 052170006X
- Économétrie. English
- HB141 .F5913 2007
| نوع المادة | المكتبة الحالية | رقم الطلب | رقم النسخة | حالة | تاريخ الإستحقاق | الباركود | |
|---|---|---|---|---|---|---|---|
كتاب
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UAE Federation Library | مكتبة اتحاد الإمارات General Collection | المجموعات العامة | HB141 .F5913 2007 (إستعراض الرف(يفتح أدناه)) | C.1 | Library Use Only | داخل المكتبة فقط | 30010011125211 | ||
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كتاب
|
UAE Federation Library | مكتبة اتحاد الإمارات General Collection | المجموعات العامة | HB141 .F5913 2007 (إستعراض الرف(يفتح أدناه)) | C.2 | المتاح | 30010011125212 |
Browsing UAE Federation Library | مكتبة اتحاد الإمارات shelves, Shelving location: General Collection | المجموعات العامة إغلاق مستعرض الرف(يخفي مستعرض الرف)
| HB141 E255 2012 Economic time series : modeling and seasonality / | HB141 F47 1998 Introduction to dynamic economic models / | HB141 .F5913 2007 Econometric modeling and inference / | HB141 .F5913 2007 Econometric modeling and inference / | HB141 F72 2004 Periodic time series models / | HB141 F72 2004 Periodic time series models / | HB141 G56 2006 Global and national macroeconometric modelling : a long-run structural approach / |
Includes bibliographical references (pages 477-492) and index.
Translated from the French.
pt. I. Statistical methods. Statistical models -- Sequential models and asymptotics -- Estimation by maximization and by the method of moments -- Asymptotic tests -- Nonparametric methods -- Simulation methods -- part II. 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 -- part III. Dynamic models. Stationary dynamic models -- Nonstationary processes and cointegration -- Models for conditional variance -- Nonlinear dynamic models -- part IV. Structural modeling. Identification and overidentification in structural modeling -- Simultaneity -- Models with unobservable variables.
