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1、P1:OBMCUFX117-FMCUFX117-Florens0521876407May10,20070:0ThispageintentionallyleftblankiiP1:OBMCUFX117-FMCUFX117-Florens0521876407May10,20070:0EconometricModelingandInferenceThegoalofthisbookistopresentthemainstatisticaltoolsofeconometrics,focusingspecificallyonmoderneconometricme
2、thodology.Theauthorsunifytheapproachbyusingasmallnumberofestimationtechniques,mainlygeneralizedmethodofmoments(GMM)estimationandkernelsmoothing.ThechoiceofGMMisex-plainedbyitsrelevanceinstructuraleconometricsanditsprominentpositionineconometricsoverall.Thebookisinfourparts.Par
3、tIexplainsgeneralmethods.PartIIstudiesstatisticalmodelsthatarebestsuitedformicroeconomicdata.PartIIIdealswithdynamicmodelsthataredesignedformacroeconomicandfinancialap-plications.InPartIVtheauthorssynthesizeasetofproblemsthatarespecifictostatisticalmethodsinstructuraleconometric
4、s,namelyidentificationandoveriden-tification,simultaneity,andunobservability.Manytheoreticalexamplesillustratethediscussionandcanbetreatedasapplicationexercises.NobelLaureateJamesJ.Heckmanoffersaforewordtothework.Jean-PierreFlorensisProfessorofMathematicsattheUniversityofToulous
5、eI,whereheholdstheChairinStatisticsandEconometricsandaseniormemberoftheInstitutUniversitairedeFrance.HeisalsoamemberoftheIDEIandGREMAQresearchgroups.ProfessorFlorens’researchinterestsincludestatisticsandecono-metricsmethods,appliedeconometrics,andappliedstatistics.Heiscoauthor
6、ofElementsofBayesianStatisticswithMichelMouchartandJean-MarieRolin(1990).Theeditororco-editorofseveraleconometricsandstatisticsbooks,hehasalsopublishednumerousarticlesinmajoreconometricjournals,suchasEconometrica,JournalofEconometrics,andEconometricTheory.VˆelayoudomMarimoutou
7、isProfessorofEconomicsattheUniversityofAix-Marseille2andamemberofGREQAM.Hisresearchfieldsincludetimeseriesanalysis,non-stationaryprocesses,long-rangedependence,andappliedeconomet-ricsofexchangerates,finance,macroeconometrics,convergence,andinternationaltrade.Hisarticleshaveappea
8、redinpublicationssuchastheJournalofInternationalMoneyandFinan
