Title Economic modeling and inference / Bent Jesper Christensen and Nicholas M. Kiefer

Published Princeton : Princeton University Press, [2009] ©2009

Copies

Location	Call no.	Vol.	Availability
MELB	330.015195 Chr/Ema		AVAILABLE

Description 482 pages : illustrations ; 24 cm Contents 1. Introduction -- 2. Components of a Dynamic Programming Model -- 3. Discrete States and Controls -- 4. Likelihood Functions for Discrete State/Control Models -- 5. Random Utility Models -- 6. Continuous States, Discrete Controls -- 7. Econometric Framework for the Search Model -- 8. Exact Distribution Theory for the Job Search Model -- 9. Measurement Error in the Prototypal Job Search Model -- 10. Asset Markets -- 11. Financial Options -- 12. Retirement -- 13. Continuous States and Controls -- 14. Continuous-Time Models -- 15. Microeconomic Applications -- 16. Macroeconomic Applications -- 17. Finance Application: Futures Hedging -- 18. Intertemporal Asset Pricing -- 19. Dynamic Equilibrium: The Search Model -- 20. Dynamic Equilibrium: Search Equilibrium Extensions -- App. Brief Review of Statistical Theory Bibliography Includes bibliographical references and index Subject Econometric models. Economics -- Statistical methods. Economics -- Mathematical models. Author Kiefer, Nicholas M., 1951- LC no. 2008037100 ISBN 9780691120591 hardcover alkaline paper

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