Economic modeling and inference

by Christensen, Bent J., Bent Jesper

Type Book

Rate 0.0 /5

Details

Files

Reviews

Download

Title Statements

Full title :Economic modeling and inference / Bent Jesper Christensen and Nicholas M. Kiefer.

Edition Statements

Publication Date:©2009.

Publication Statements

Publisher(s):Princeton University Press
Place of Publication:Princeton
Language:eng
Publication Date:©2009.

The Physical Object

Description:xiv, 482 pages : : illustrations ; : 24 cm

Edition Identifiers

ISBN:9780691120591, 0691120595
oclc:ocn245021941
LC Classification:HB141
Dewey Decimal:330.01/5195

Components of a dynamic programming model -- Discrete states and controls -- Likelihood functions for discrete state/control models -- Random utility models -- Continuous states, discrete controls -- Econometric framework for the search model -- Exact distribution theory for the job search model -- Measurement error in the prototypal job search model -- Asset markets -- Financial options -- Retirement -- Continuous states and controls -- Continuous-time models -- Microeconomic applications -- Macroeconomic applications -- Finance application: futures hedging -- Intertemporal asset pricing -- Dynamic equilibrium: the search model -- Dynamic equilibrium: search equilibrium extensions -- Appendix: Brief review of statistical theory.

Subjects

Dynamische Optimierung Econometric Models Economics -- Mathematical models Economics -- Statistical methods Économie politique -- Méthodes statisti… Économie politique -- Modèles mathémati… Ekonometriska modeller Inferenzstatistik Modèles économétriques Nationalekonomi -- matematiska modeller Nationalekonomi -- statistiska metoder Ökonometrisches Modell Stochastische dynamische Optimierung Wirtschaftstheorie