Econometrics /
| Άλλοι συγγραφείς: | , , |
|---|---|
| Μορφή: | Ηλ. βιβλίο |
| Γλώσσα: | English |
| Έκδοση: |
Amsterdam ; New York :
North-Holland,
1993.
|
| Σειρά: | Handbook of statistics (Amsterdam, Netherlands) ;
v. 11. |
| Θέματα: | |
| Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- Estimation from endogenously stratified samples / S.R. Cosslett
- Semiparametric and nonparametric estimation of quantal response models / J.L. Horowitz
- Selection problem in econometrics and statistics / C.F. Manski
- General nonparametric regression estimation and testing in econometrics / A. Ullah, H.D. Vinod
- Simultaneous microeconomic models with censored or qualitative dependent variables / R.W. Blundell, R.J. Smith.
- Multivariate tobit models in econometrics / L.-F. Lee
- Estimation of limited dependent variable models under rational expectations / G.S. Maddala
- Nonlinear time series and macroeconomics / W.A. Brock, S.M. Potter
- Estimation, inference, and forecasting of time series subject to changes in regime / J.D. Hamilton
- Structural time series models / A.C. Harvey, N. Shepard
- Bayesian testing and testing Bayesians / J.-P. Florens, M. Mouchart.
- Pseudo-likelihood methods / C. Gourieroux, A. Monfort
- Rao's score test : recent asymptotic results / R. Mukerjee
- On strong consistency of m-estimates in linear models under general discrepancy function / Z.D. Bai, Z.J. Liu, C.R. Rao
- Some aspects of generalized method moments estimation / A. Hall
- Efficient estimation of models with conditional moment restrictions / W.K. Newey
- Generalized method of moments : econometric applications / M. Ogaki.
- Testing for heteroskedasticity / A.R. Pagan, Y. Pak
- Simulation estimation methods for limited dependent variable models / V.A. Hajivassiliou
- Simulation estimation for panel data models with limited dependent variables / M.P. Keane
- Perspective on application of bootstrap methods in econometrics / J. Jeong, G.S. Maddala
- Stochastic simulations for inference in nonlinear errors-in-variables models / R.S. Mariano, B.W. Brown.
- Bootstrap methods : applications in econometrics / H.D. Vinod
- Identifying outliers and influential observations in econometric models / S.G. Donald, G.S. Maddala
- Statistical aspects of calibration in macroeconomics / A.W. Gregory, G.W. Smith
- Panel data models with rational expectations / K. Lahiri
- Continuous time financial models : statistical applications of stochastic processes / K.R. Sawyer.
