HB139 .H36 1983
330/.01/51195
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Handbook of econometrics / edited by Robert F. Engle and Daniel L. McFadden.
— Amsterdam : North-Holland, 1994- v. ; 25 cm. — (Handbook in economics ; 2)
Incluye referencias bibliográficas e índices.
Contenido: v. 4. Large sample estimation and hipothesis testing / Newey, Whitney K. ; McFadden, Daniel L. — Empirical process methods in econometrics / Andrews, Donald W. K. — Applied nonparametric methods / Härdle, Wolfgang ; Linton B., Oliver — Methodology and theory for the bootstrap / Hall, Peter — Classical estimation methods for LDV models using simulation / Hajivassilou, Vassilis A. ; Ruud, Paul Arthur — Estimation of semiparametric models / Powell, James, 1955- — Restrictions of economic theory in nonparametric methods / Matzkin, Rosa Liliana — Analog estimation of econometric models / Manski, Charles F. — Testing non-nested hypotheses / Gourieroux, C. ; Monfort, Alain, 1943- — Estimation and inference for dependent processes / Wooldridge, Jeffrey M., 1960- — Unit roots, structural break and trends / Stock, James H. — Vector autoregression and cointegration / Watson, Mark W. — Aspects of modelling nonlinear time series / Terasvirta, Timo ; Tjostheim, Dag ; Granger, C. W. J. — Arch models / Bollerslev, Tim, 1958- ; Engle, R. F. (Robert F.) ; Nelson, Daniel B. — State-Space models / Hamilton, James D. (James Douglas), 1954- — Structural estimation of markov decision processes / Rust, John.
ISBN 0444861882 (set). — ISBN 0444887660 (v. 4)
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