TY - BOOK AU - Christensen,Bent J. AU - Kiefer,Nicholas M. TI - Economic modeling and inference SN - 9780691120591 (hardcover : alk. paper) AV - HB141 .C535 2009 U1 - 330.01/5195 22 PY - 2009/// CY - Princeton PB - Princeton University Press KW - Econometric models KW - Economics KW - Statistical methods KW - Mathematical models N1 - Includes bibliographical references (p. [441]-467) and index; 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 UR - http://www.loc.gov/catdir/toc/ecip0827/2008037100.html ER -