<p><br/> </p><p></p><p>《Econometric Modeling and Inference》</p><p><br/>The goal of this book is to present the main statistical tools of econometrics, focusing<br/>specifically on modern econometric methodology. The authors unify the approach<br/>by using a small number of estimation techniques, mainly generalized method of<br/>moments (GMM) estimation and kernel smoothing. The choice of GMM is explained<br/>by its relevance in structural econometrics and its prominent position in<br/>econometrics overall. The book is in four parts. Part I explains general methods.<br/>Part II studies statistical models that are best suited for microeconomic data. Part III<br/>deals with dynamic models that are designed for macroeconomic and financial applications.<br/>In Part IV the authors synthesize a set of problems that are specific to<br/>statistical methods in structural econometrics, namely identification and overidentification,<br/>simultaneity, and unobservability. Many theoretical examples illustrate<br/>the discussion and can be treated as application exercises. Nobel Laureate James J.<br/>Heckman offers a foreword to the work.</p><br/>

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