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| HANDBOOK OF ECONOMETRICS, 4
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To order this title, and for more information, click here
Edited By
Robert Engle
Dan McFadden
Included in series
Handbooks in Economics,
Description
This is the fourth volume of the Handbook of Econometrics. The Handbook is a definitive reference source and teaching aid for
econometricians. It examines models, estimation theory, data analysis and field applications in econometrics. Comprehensive surveys,
written by experts, discuss recent developments at a level suitable for professional use by economists, econometricians, statisticians,
and in advanced graduate econometrics courses.
Contents
Econometric Theory.
Large sample estimation and hypothesis testing (W.K. Newey, D. McFadden). Empirical process methods
in econometrics (D.W.K. Andrews). Applied nonparametric methods (W. Härdle, O. Linton). Methodology and theory for the bootstrap
(P. Hall). Classical estimation methods for LDV models using simulation (V.A. Hajivassiliou, P.A. Ruud). Estimation of semiparametric
models (J.L. Powell). Restrictions of economic theory in nonparametric methods (R.L. Matzkin). Analog estimation of econometric models
(C.F. Manski). Testing non-nested hypotheses (C. Goureirorux, A. Monfort).
Theory and Methods for Dependent Processes.
Estimation and inference for dependent processes (J.M. Wooldridge). Unit roots, structural breaks and trends (J.H. Stock). Vector autoregressions
and cointegration (M.W. Watson). Aspects of modelling nonlinear time series (T. Teräsverta, D. Tjøstheim, C.W.J. Granger).
ARCH models (T. Bollerslev, R.F. Engle, D.B. Nelson). State-space models (J.D. Hamilton). Structural estimation of Markov decision processes
(J. Rust).
| Bibliographic details |
Hardbound, 1078 pages, publication date: DEC-1994
ISBN-13: 978-0-444-88766-5
ISBN-10: 0-444-88766-0
Imprint: NORTH-HOLLAND
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| Price and Ordering |
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Last update: 10 Sep 2009
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