Economic Modeling and Inference / / Nicholas M. Kiefer, Bent Jesper Christensen.

• Superior document: Title is part of eBook package: De Gruyter Princeton University Press eBook-Package Backlist 2000-2013
• VerfasserIn: Christensen, Bent Jesper,; Kiefer, Nicholas M.,
• Place / Publishing House: Princeton, NJ : : Princeton University Press, , [2021]; ©2009
• Year of Publication: 2021
• Language: English
• Physical Description: 1 online resource (488 p.) :; 19 line illus. 21 tables.

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...

Table of 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