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Nonparametric Econometrics: Theory and Practice
Li, Qi; Racine, Jeffrey Scott - Princeton University Press
turn to the latest journal articles to keep pace with these emerging methods of economic analysis. <i …
Persistent link: https://www.econbiz.de/10011039192
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From Diffusions to Semimartingales
Aït-Sahalia, Yacine; Jacod, Jean - Princeton University Press
comprehensive book introduces readers to these emerging methods and tools of analysis. Yacine Aït-Sahalia and Jean Jacod cover the … present the asymptotic concepts that their analysis relies on. Aït-Sahalia and Jacod also deal with estimation of the …
Persistent link: https://www.econbiz.de/10011082748
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Preface
Aït-Sahalia, Yacine; Jacod, Jean - Princeton University Press
comprehensive book introduces readers to these emerging methods and tools of analysis. Yacine Aït-Sahalia and Jean Jacod cover the … present the asymptotic concepts that their analysis relies on. Aït-Sahalia and Jacod also deal with estimation of the …
Persistent link: https://www.econbiz.de/10011082751
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High-Frequency Financial Econometrics
Aït-Sahalia, Yacine; Jacod, Jean - Princeton University Press
comprehensive book introduces readers to these emerging methods and tools of analysis. Yacine Aït-Sahalia and Jean Jacod cover the … present the asymptotic concepts that their analysis relies on. Aït-Sahalia and Jacod also deal with estimation of the …
Persistent link: https://www.econbiz.de/10011082768
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Recursive Models of Dynamic Linear Economies
Hansen, Lars Peter; Sargent, Thomas J. - Princeton University Press
when an analysis with a representative consumer is possible, they also characterize the restrictiveness of assumptions … under which a representative household justifies a purely aggregative analysis. Based on the 2012 Gorman lectures, the …
Persistent link: https://www.econbiz.de/10010681133
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Density Estimation, from <i>Nonparametric Econometrics: Theory and Practice</i>
Li, Qi; Racine, Jeffrey Scott - Princeton University Press
turn to the latest journal articles to keep pace with these emerging methods of economic analysis. <i …
Persistent link: https://www.econbiz.de/10009399382
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Introduction to Structural Macroeconometrics
DeJong, David N.; Dave, Chetan - Princeton University Press
Methodologies for analyzing the forces that move and shape national economies have advanced markedly in the last thirty years, enabling economists as never before to unite theoretical and empirical research and align measurement with theory. In <i>Structural Macroeconometrics</i>, David DeJong and...
Persistent link: https://www.econbiz.de/10005797555
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Implementing Nonlinear Appoximations Empirically, from <i>Structural Macroeconometrics</i>
DeJong, David N.; Dave, Chetan - Princeton University Press
Methodologies for analyzing the forces that move and shape national economies have advanced markedly in the last thirty years, enabling economists as never before to unite theoretical and empirical research and align measurement with theory. In <i>Structural Macroeconometrics</i>, David DeJong and...
Persistent link: https://www.econbiz.de/10005200621