Handbook of Econometrics, Volume 4

1st Edition

Editors: Robert Engle Dan McFadden
Hardcover ISBN: 9780444887665
eBook ISBN: 9780080934112
Imprint: North Holland
Published Date: 13th December 1994
Page Count: 1078

Institutional Access


Table of 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).

Details

No. of pages:
1078
Language:
English
Copyright:
© North Holland 1994
Published:
Imprint:
North Holland
eBook ISBN:
9780080934112
Hardcover ISBN:
9780444887665

About the Editors

Robert Engle Editor

Dan McFadden Editor