ISBN 13 : 978-0444887665

Contents :
Contributors : W.K. Newey, D.W.K. Andrews, W. Härdle, O. Linton, P. Hall, V.A. Hajivassiliou, P.A. Ruud, J.L. Powell, R.L. Matzkin, C.F. Manski, C. Goureirorux, A. Monfort, J.H. Stock, M.W. Watson, T. Teräsverta, D. Tjøstheim, C.W.J. Granger, T. Bollerslev, D.B. Nelson, J.D. Hamilton, J. Rust

Part 9. Econometric theory

Chapter 36. Large sample estimation and hypothesis testing
Chapter 37. Empirical process methods in econometrics
Chapter 38. Applied nonparametric methods
Chapter 39. Methodology and theory for the bootstrap
Chapter 40. Classical estimation methods for LDV models using simulation
Chapter 41. Estimation of semiparametric models
Chapter 42. Restrictions of economic theory in nonparametric methods
Chapter 43. Analog estimation of econometric models
Chapter 44. Testing non-nested hypotheses

Part 10. Theory and Methods for Dependent Processes.

Chapter 45. Estimation and inference for dependent processes
Chapter 46. Unit roots, structural breaks and trends
Chapter 47. Vector autoregressions and cointegration
Chapter 48. Aspects of modelling nonlinear time series
Chapter 49. ARCH models
Chapter 50. State-space models
Chapter 51. Structural estimation of Markov decision processes

Nbre volumes : 0

Language : English

Series : HANDBOOKS IN ECONOMICS 2

Location : Nice Library

Material : Paper

Statement : Présent

Owner : Bibliothèque