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Handbook of Econometrics - 1st Edition - ISBN: 9780444887665

Handbook of Econometrics, Volume 4

1st Edition

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


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© North Holland 1994
13th December 1994
North Holland
Hardcover ISBN:

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About the Editors

Robert Engle

Dan McFadden