Tag Archives: Inference

Jean Pierre Florens – Econometric Modeling & Inference

Jean Pierre Florens – Econometric Modeling & Inference Presents the main statistical tools of econometrics, focusing specifically on modern econometric methodology. The authors unify the approach by using a small number of estimation techniques, mainly generalized method of moments (GMM) estimation and kernel smoothing. The choice of GMM is explained by its relevance in structural…