Economic Modeling and Inference

Frontmatter -- Contents -- Preface -- Chapter One Introduction -- Chapter Two Components of a Dynamic Programming Model -- Chapter Three Discrete States and Controls -- Chapter Four Likelihood Functions for Discrete State/Control Models -- Chapter Five Random Utility Models -- Chapter Six Continuous States, Discrete Controls -- Chapter Seven Econometric Framework for the Search Model -- Chapter Eight Exact Distribution Theory for the Job Search Model -- Chapter Nine Measurement Error in the Prototypal Job Search Model -- Chapter Ten Asset Markets -- Chapter Eleven Financial Options -- Chapter Twelve Retirement -- Chapter Thirteen Continuous States and Controls -- Chapter Fourteen Continuous-Time Models -- Chapter Fifteen Microeconomic Applications -- Chapter Sixteen Macroeconomic Applications -- Chapter Seventeen Finance Application: Futures Hedging -- Chapter Eighteen Intertemporal Asset Pricing -- Chapter Nineteen Dynamic Equilibrium: The Search Model -- Chapter Twenty Dynamic Equilibrium: Search Equilibrium Extensions -- Appendix Brief Review of Statistical Theory -- References -- Index