Economic Modeling and Inference / / Nicholas M. Kiefer, Bent Jesper Christensen.
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...
Saved in:
Superior document: | Title is part of eBook package: De Gruyter Princeton University Press eBook-Package Backlist 2000-2013 |
---|---|
VerfasserIn: | |
Place / Publishing House: | Princeton, NJ : : Princeton University Press, , [2021] ©2009 |
Year of Publication: | 2021 |
Language: | English |
Online Access: | |
Physical Description: | 1 online resource (488 p.) :; 19 line illus. 21 tables. |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
id |
9781400833108 |
---|---|
ctrlnum |
(DE-B1597)589788 (OCoLC)1262308274 |
collection |
bib_alma |
record_format |
marc |
spelling |
Christensen, Bent Jesper, author. aut http://id.loc.gov/vocabulary/relators/aut Economic Modeling and Inference / Nicholas M. Kiefer, Bent Jesper Christensen. Princeton, NJ : Princeton University Press, [2021] ©2009 1 online resource (488 p.) : 19 line illus. 21 tables. text txt rdacontent computer c rdamedia online resource cr rdacarrier text file PDF rda Frontmatter -- Contents -- Preface -- Chapter One Introduction -- Chapter Two Components of a Dynamic Programming Model -- Chapter Three Discrete States and Controls -- Chapter Four Likelihood Functions for Discrete State/Control Models -- Chapter Five Random Utility Models -- Chapter Six Continuous States, Discrete Controls -- Chapter Seven Econometric Framework for the Search Model -- Chapter Eight Exact Distribution Theory for the Job Search Model -- Chapter Nine Measurement Error in the Prototypal Job Search Model -- Chapter Ten Asset Markets -- Chapter Eleven Financial Options -- Chapter Twelve Retirement -- Chapter Thirteen Continuous States and Controls -- Chapter Fourteen Continuous-Time Models -- Chapter Fifteen Microeconomic Applications -- Chapter Sixteen Macroeconomic Applications -- Chapter Seventeen Finance Application: Futures Hedging -- Chapter Eighteen Intertemporal Asset Pricing -- Chapter Nineteen Dynamic Equilibrium: The Search Model -- Chapter Twenty Dynamic Equilibrium: Search Equilibrium Extensions -- Appendix Brief Review of Statistical Theory -- References -- Index restricted access http://purl.org/coar/access_right/c_16ec online access with authorization star 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, paying special attention to financial and labor economics, with an emphasis throughout on what observations can tell us about stochastic dynamic models of rational optimizing behavior and equilibrium. Bent Jesper Christensen and Nicholas Kiefer show how parameters often thought estimable in applications are not identified even in simple dynamic programming models, and they investigate the roles of extensions, including measurement error, imperfect control, and random utility shocks for inference. When all implications of optimization and equilibrium are imposed in the empirical procedures, the resulting estimation problems are often nonstandard, with the estimators exhibiting nonregular asymptotic behavior such as short-ranked covariance, superconsistency, and non-Gaussianity. Christensen and Kiefer explore these properties in detail, covering areas including job search models of the labor market, asset pricing, option pricing, marketing, and retirement planning. Ideal for researchers and practitioners as well as students, Economic Modeling and Inference uses real-world data to illustrate how to derive the best results using a combination of theory and cutting-edge econometric techniques.Covers identification and estimation of dynamic programming models Treats sources of error--measurement error, random utility, and imperfect control Features financial applications including asset pricing, option pricing, and optimal hedging Describes labor applications including job search, equilibrium search, and retirement Illustrates the wide applicability of the approach using micro, macro, and marketing examples Mode of access: Internet via World Wide Web. In English. Description based on online resource; title from PDF title page (publisher's Web site, viewed 30. Aug 2021) Econometric models. Economics Mathematical models. Economics Statistical methods. BUSINESS & ECONOMICS / Econometrics. bisacsh Bayes estimate. Bellman equation. Brownian motion. CAPM. Euler equations. Feller Property. Fourier frequency. actions. ancillarity. annealing. arbitrage. asset allocation. asymmetric information. asymptotics. autocorrelation. auxiliary model. average reward. backwardation. baseline hazard. bimodality. bipower variation. bond. budget constraint. business cycle. cash flow. censoring. complexity. compounding. concavity. consistent drift condition. consumption. continuation region. contraction mapping theorem. convenience yield. debt-equity ratio. degeneracy. delivery. discount function. dynamic programming. efficiency. electricity. employment. encompassing. expected utility. factor loading. fiscal policy. growth model. hazard function. heavy-tailed distribution. hedging. instrumental variable. intertemporal substitution. Kiefer, Nicholas M., author. aut http://id.loc.gov/vocabulary/relators/aut Title is part of eBook package: De Gruyter Princeton University Press eBook-Package Backlist 2000-2013 9783110442502 https://doi.org/10.1515/9781400833108?locatt=mode:legacy https://www.degruyter.com/isbn/9781400833108 Cover https://www.degruyter.com/cover/covers/9781400833108.jpg |
language |
English |
format |
eBook |
author |
Christensen, Bent Jesper, Christensen, Bent Jesper, Kiefer, Nicholas M., |
spellingShingle |
Christensen, Bent Jesper, Christensen, Bent Jesper, Kiefer, Nicholas M., Economic Modeling and Inference / Frontmatter -- Contents -- Preface -- Chapter One Introduction -- Chapter Two Components of a Dynamic Programming Model -- Chapter Three Discrete States and Controls -- Chapter Four Likelihood Functions for Discrete State/Control Models -- Chapter Five Random Utility Models -- Chapter Six Continuous States, Discrete Controls -- Chapter Seven Econometric Framework for the Search Model -- Chapter Eight Exact Distribution Theory for the Job Search Model -- Chapter Nine Measurement Error in the Prototypal Job Search Model -- Chapter Ten Asset Markets -- Chapter Eleven Financial Options -- Chapter Twelve Retirement -- Chapter Thirteen Continuous States and Controls -- Chapter Fourteen Continuous-Time Models -- Chapter Fifteen Microeconomic Applications -- Chapter Sixteen Macroeconomic Applications -- Chapter Seventeen Finance Application: Futures Hedging -- Chapter Eighteen Intertemporal Asset Pricing -- Chapter Nineteen Dynamic Equilibrium: The Search Model -- Chapter Twenty Dynamic Equilibrium: Search Equilibrium Extensions -- Appendix Brief Review of Statistical Theory -- References -- Index |
author_facet |
Christensen, Bent Jesper, Christensen, Bent Jesper, Kiefer, Nicholas M., Kiefer, Nicholas M., Kiefer, Nicholas M., |
author_variant |
b j c bj bjc b j c bj bjc n m k nm nmk |
author_role |
VerfasserIn VerfasserIn VerfasserIn |
author2 |
Kiefer, Nicholas M., Kiefer, Nicholas M., |
author2_variant |
n m k nm nmk |
author2_role |
VerfasserIn VerfasserIn |
author_sort |
Christensen, Bent Jesper, |
title |
Economic Modeling and Inference / |
title_full |
Economic Modeling and Inference / Nicholas M. Kiefer, Bent Jesper Christensen. |
title_fullStr |
Economic Modeling and Inference / Nicholas M. Kiefer, Bent Jesper Christensen. |
title_full_unstemmed |
Economic Modeling and Inference / Nicholas M. Kiefer, Bent Jesper Christensen. |
title_auth |
Economic Modeling and Inference / |
title_alt |
Frontmatter -- Contents -- Preface -- Chapter One Introduction -- Chapter Two Components of a Dynamic Programming Model -- Chapter Three Discrete States and Controls -- Chapter Four Likelihood Functions for Discrete State/Control Models -- Chapter Five Random Utility Models -- Chapter Six Continuous States, Discrete Controls -- Chapter Seven Econometric Framework for the Search Model -- Chapter Eight Exact Distribution Theory for the Job Search Model -- Chapter Nine Measurement Error in the Prototypal Job Search Model -- Chapter Ten Asset Markets -- Chapter Eleven Financial Options -- Chapter Twelve Retirement -- Chapter Thirteen Continuous States and Controls -- Chapter Fourteen Continuous-Time Models -- Chapter Fifteen Microeconomic Applications -- Chapter Sixteen Macroeconomic Applications -- Chapter Seventeen Finance Application: Futures Hedging -- Chapter Eighteen Intertemporal Asset Pricing -- Chapter Nineteen Dynamic Equilibrium: The Search Model -- Chapter Twenty Dynamic Equilibrium: Search Equilibrium Extensions -- Appendix Brief Review of Statistical Theory -- References -- Index |
title_new |
Economic Modeling and Inference / |
title_sort |
economic modeling and inference / |
publisher |
Princeton University Press, |
publishDate |
2021 |
physical |
1 online resource (488 p.) : 19 line illus. 21 tables. |
contents |
Frontmatter -- Contents -- Preface -- Chapter One Introduction -- Chapter Two Components of a Dynamic Programming Model -- Chapter Three Discrete States and Controls -- Chapter Four Likelihood Functions for Discrete State/Control Models -- Chapter Five Random Utility Models -- Chapter Six Continuous States, Discrete Controls -- Chapter Seven Econometric Framework for the Search Model -- Chapter Eight Exact Distribution Theory for the Job Search Model -- Chapter Nine Measurement Error in the Prototypal Job Search Model -- Chapter Ten Asset Markets -- Chapter Eleven Financial Options -- Chapter Twelve Retirement -- Chapter Thirteen Continuous States and Controls -- Chapter Fourteen Continuous-Time Models -- Chapter Fifteen Microeconomic Applications -- Chapter Sixteen Macroeconomic Applications -- Chapter Seventeen Finance Application: Futures Hedging -- Chapter Eighteen Intertemporal Asset Pricing -- Chapter Nineteen Dynamic Equilibrium: The Search Model -- Chapter Twenty Dynamic Equilibrium: Search Equilibrium Extensions -- Appendix Brief Review of Statistical Theory -- References -- Index |
isbn |
9781400833108 9783110442502 |
callnumber-first |
H - Social Science |
callnumber-subject |
HB - Economic Theory and Demography |
callnumber-label |
HB141 |
callnumber-sort |
HB 3141 C535 42009EB |
url |
https://doi.org/10.1515/9781400833108?locatt=mode:legacy https://www.degruyter.com/isbn/9781400833108 https://www.degruyter.com/cover/covers/9781400833108.jpg |
illustrated |
Illustrated |
dewey-hundreds |
300 - Social sciences |
dewey-tens |
330 - Economics |
dewey-ones |
330 - Economics |
dewey-full |
330.01/5195 |
dewey-sort |
3330.01 45195 |
dewey-raw |
330.01/5195 |
dewey-search |
330.01/5195 |
doi_str_mv |
10.1515/9781400833108?locatt=mode:legacy |
oclc_num |
1262308274 |
work_keys_str_mv |
AT christensenbentjesper economicmodelingandinference AT kiefernicholasm economicmodelingandinference |
status_str |
n |
ids_txt_mv |
(DE-B1597)589788 (OCoLC)1262308274 |
carrierType_str_mv |
cr |
hierarchy_parent_title |
Title is part of eBook package: De Gruyter Princeton University Press eBook-Package Backlist 2000-2013 |
is_hierarchy_title |
Economic Modeling and Inference / |
container_title |
Title is part of eBook package: De Gruyter Princeton University Press eBook-Package Backlist 2000-2013 |
author2_original_writing_str_mv |
noLinkedField noLinkedField |
_version_ |
1770176645218435072 |
fullrecord |
<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>07420nam a22013575i 4500</leader><controlfield tag="001">9781400833108</controlfield><controlfield tag="003">DE-B1597</controlfield><controlfield tag="005">20210830012106.0</controlfield><controlfield tag="006">m|||||o||d||||||||</controlfield><controlfield tag="007">cr || ||||||||</controlfield><controlfield tag="008">210830t20212009nju fo d z eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781400833108</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1515/9781400833108</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-B1597)589788</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1262308274</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-B1597</subfield><subfield code="b">eng</subfield><subfield code="c">DE-B1597</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">nju</subfield><subfield code="c">US-NJ</subfield></datafield><datafield tag="050" ind1=" " ind2="4"><subfield code="a">HB141</subfield><subfield code="b">.C535 2009eb</subfield></datafield><datafield tag="072" ind1=" " ind2="7"><subfield code="a">BUS021000</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="082" ind1="0" ind2="4"><subfield code="a">330.01/5195</subfield><subfield code="2">22</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Christensen, Bent Jesper, </subfield><subfield code="e">author.</subfield><subfield code="4">aut</subfield><subfield code="4">http://id.loc.gov/vocabulary/relators/aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Economic Modeling and Inference /</subfield><subfield code="c">Nicholas M. Kiefer, Bent Jesper Christensen.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Princeton, NJ : </subfield><subfield code="b">Princeton University Press, </subfield><subfield code="c">[2021]</subfield></datafield><datafield tag="264" ind1=" " ind2="4"><subfield code="c">©2009</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 online resource (488 p.) :</subfield><subfield code="b">19 line illus. 21 tables.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="a">text</subfield><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="a">computer</subfield><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="a">online resource</subfield><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="347" ind1=" " ind2=" "><subfield code="a">text file</subfield><subfield code="b">PDF</subfield><subfield code="2">rda</subfield></datafield><datafield tag="505" ind1="0" ind2="0"><subfield code="t">Frontmatter -- </subfield><subfield code="t">Contents -- </subfield><subfield code="t">Preface -- </subfield><subfield code="t">Chapter One Introduction -- </subfield><subfield code="t">Chapter Two Components of a Dynamic Programming Model -- </subfield><subfield code="t">Chapter Three Discrete States and Controls -- </subfield><subfield code="t">Chapter Four Likelihood Functions for Discrete State/Control Models -- </subfield><subfield code="t">Chapter Five Random Utility Models -- </subfield><subfield code="t">Chapter Six Continuous States, Discrete Controls -- </subfield><subfield code="t">Chapter Seven Econometric Framework for the Search Model -- </subfield><subfield code="t">Chapter Eight Exact Distribution Theory for the Job Search Model -- </subfield><subfield code="t">Chapter Nine Measurement Error in the Prototypal Job Search Model -- </subfield><subfield code="t">Chapter Ten Asset Markets -- </subfield><subfield code="t">Chapter Eleven Financial Options -- </subfield><subfield code="t">Chapter Twelve Retirement -- </subfield><subfield code="t">Chapter Thirteen Continuous States and Controls -- </subfield><subfield code="t">Chapter Fourteen Continuous-Time Models -- </subfield><subfield code="t">Chapter Fifteen Microeconomic Applications -- </subfield><subfield code="t">Chapter Sixteen Macroeconomic Applications -- </subfield><subfield code="t">Chapter Seventeen Finance Application: Futures Hedging -- </subfield><subfield code="t">Chapter Eighteen Intertemporal Asset Pricing -- </subfield><subfield code="t">Chapter Nineteen Dynamic Equilibrium: The Search Model -- </subfield><subfield code="t">Chapter Twenty Dynamic Equilibrium: Search Equilibrium Extensions -- </subfield><subfield code="t">Appendix Brief Review of Statistical Theory -- </subfield><subfield code="t">References -- </subfield><subfield code="t">Index</subfield></datafield><datafield tag="506" ind1="0" ind2=" "><subfield code="a">restricted access</subfield><subfield code="u">http://purl.org/coar/access_right/c_16ec</subfield><subfield code="f">online access with authorization</subfield><subfield code="2">star</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">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, paying special attention to financial and labor economics, with an emphasis throughout on what observations can tell us about stochastic dynamic models of rational optimizing behavior and equilibrium. Bent Jesper Christensen and Nicholas Kiefer show how parameters often thought estimable in applications are not identified even in simple dynamic programming models, and they investigate the roles of extensions, including measurement error, imperfect control, and random utility shocks for inference. When all implications of optimization and equilibrium are imposed in the empirical procedures, the resulting estimation problems are often nonstandard, with the estimators exhibiting nonregular asymptotic behavior such as short-ranked covariance, superconsistency, and non-Gaussianity. Christensen and Kiefer explore these properties in detail, covering areas including job search models of the labor market, asset pricing, option pricing, marketing, and retirement planning. Ideal for researchers and practitioners as well as students, Economic Modeling and Inference uses real-world data to illustrate how to derive the best results using a combination of theory and cutting-edge econometric techniques.Covers identification and estimation of dynamic programming models Treats sources of error--measurement error, random utility, and imperfect control Features financial applications including asset pricing, option pricing, and optimal hedging Describes labor applications including job search, equilibrium search, and retirement Illustrates the wide applicability of the approach using micro, macro, and marketing examples</subfield></datafield><datafield tag="538" ind1=" " ind2=" "><subfield code="a">Mode of access: Internet via World Wide Web.</subfield></datafield><datafield tag="546" ind1=" " ind2=" "><subfield code="a">In English.</subfield></datafield><datafield tag="588" ind1="0" ind2=" "><subfield code="a">Description based on online resource; title from PDF title page (publisher's Web site, viewed 30. Aug 2021)</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Econometric models.</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Economics</subfield><subfield code="x">Mathematical models.</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Economics</subfield><subfield code="x">Statistical methods.</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">BUSINESS & ECONOMICS / Econometrics.</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">Bayes estimate.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">Bellman equation.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">Brownian motion.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">CAPM.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">Euler equations.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">Feller Property.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">Fourier frequency.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">actions.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">ancillarity.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">annealing.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">arbitrage.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">asset allocation.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">asymmetric information.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">asymptotics.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">autocorrelation.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">auxiliary model.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">average reward.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">backwardation.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">baseline hazard.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">bimodality.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">bipower variation.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">bond.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">budget constraint.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">business cycle.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">cash flow.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">censoring.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">complexity.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">compounding.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">concavity.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">consistent drift condition.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">consumption.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">continuation region.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">contraction mapping theorem.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">convenience yield.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">debt-equity ratio.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">degeneracy.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">delivery.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">discount function.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">dynamic programming.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">efficiency.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">electricity.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">employment.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">encompassing.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">expected utility.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">factor loading.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">fiscal policy.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">growth model.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">hazard function.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">heavy-tailed distribution.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">hedging.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">instrumental variable.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">intertemporal substitution.</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Kiefer, Nicholas M., </subfield><subfield code="e">author.</subfield><subfield code="4">aut</subfield><subfield code="4">http://id.loc.gov/vocabulary/relators/aut</subfield></datafield><datafield tag="773" ind1="0" ind2="8"><subfield code="i">Title is part of eBook package:</subfield><subfield code="d">De Gruyter</subfield><subfield code="t">Princeton University Press eBook-Package Backlist 2000-2013</subfield><subfield code="z">9783110442502</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1515/9781400833108?locatt=mode:legacy</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://www.degruyter.com/isbn/9781400833108</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="3">Cover</subfield><subfield code="u">https://www.degruyter.com/cover/covers/9781400833108.jpg</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">978-3-11-044250-2 Princeton University Press eBook-Package Backlist 2000-2013</subfield><subfield code="c">2000</subfield><subfield code="d">2013</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">EBA_BACKALL</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">EBA_CL_LAEC</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">EBA_EBACKALL</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">EBA_EBKALL</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">EBA_ECL_LAEC</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">EBA_EEBKALL</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">EBA_ESSHALL</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">EBA_ESTMALL</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">EBA_PPALL</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">EBA_SSHALL</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">EBA_STMALL</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV-deGruyter-alles</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">PDA11SSHE</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">PDA12STME</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">PDA13ENGE</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">PDA17SSHEE</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">PDA18STMEE</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">PDA5EBK</subfield></datafield></record></collection> |