Christensen, Bent J. (Bent Jesper) creator Kiefer, Nicholas M. 1951- text bibliography nju Princeton Princeton University Press c2009 2009 monographic eng

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xiv, 482 p. : ill. ; 24 cm. 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. Bent Jesper Christensen and Nicholas M. Kiefer. Includes bibliographical references (p. [441]-467) and index. Econometric models Economics Statistical methods Economics Mathematical models HB141 .C535 2009 330.01/5195 9780691120591 (hardcover : alk. paper) 0691120595 (hardcover : alk. paper) 2008037100 http://www.loc.gov/catdir/toc/ecip0827/2008037100.html http://www.loc.gov/catdir/toc/ecip0827/2008037100.html DLC 080825 20230410105421.0 84127