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).
- No. of pages: 1078
- Language: English
- Copyright: © North Holland 1994
- Published: December 13, 1994
- Imprint: North Holland
- Hardcover ISBN: 9780444887665
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