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

By: Contributor(s): Material type: TextTextPublication details: Princeton : Princeton University Press, c2009.Description: xiv, 482 p. : ill. ; 24 cmISBN:
  • 9780691120591 (hardcover : alk. paper)
  • 0691120595 (hardcover : alk. paper)
Subject(s): DDC classification:
  • 330.01/5195 22
LOC classification:
  • HB141 .C535 2009
Online resources:
Contents:
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.
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Holdings
Item type Current library Home library Collection Shelving location Call number Vol info Copy number Status Barcode
Libro Libro Biblioteca Juan Bosch Biblioteca Juan Bosch Ciencias Sociales Ciencias Sociales (3er. Piso) HB141 .C535 2009 (Browse shelf(Opens below)) 3 1 Available 00000076304

Includes bibliographical references (p. [441]-467) and index.

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.

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