Handbook of econometrics
edited by Robert F. Engle and Daniel L. McFadden.
Amsterdam : North-Holland, 1994-
v. ; 25 cm.
Serie: Handbook in economics ; 2
ISBN: 0444861882 (set),
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.