[下载]Handbook of Econometrics, Volume 4, Pages 2111-3155 (1994)

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收藏 2007-11-21

PDF格式Part 9 - Econometric Theory&nbsp;5.&nbsp;&nbsp; &nbsp;Chapter 36 Large sample estimation and hypothesis testing Pages 2111-2245 Whitney K. Newey and Daniel McFadden &nbsp; &nbsp;6.&nbsp;&nbsp; &nbsp;Chapter 37 Empirical process methods in econometrics Pages 2247-2294 Donald W.K. Andrews &nbsp; &nbsp;7.&nbsp;&nbsp; &nbsp;Chapter 38 Applied nonparametric methods Pages 2295-2339 Wolfgang H&auml;rdle and Oliver Linton &nbsp; &nbsp;8.&nbsp;&nbsp; &nbsp;Chapter 39 Methodology and theory for the bootstrap Pages 2341-2381 Peter Hall &nbsp; &nbsp;9.&nbsp;&nbsp; &nbsp;Chapter 40 Classical estimation methods for LDV models using simulation Pages 2383-2441 Vassilis A. Hajivassiliou and Paul A. Ruud &nbsp; &nbsp;10.&nbsp;&nbsp; &nbsp;Chapter 41 Estimation of semiparametric models Pages 2443-2521 James L. Powell &nbsp; &nbsp;11.&nbsp;&nbsp; &nbsp;Chapter 42 Restrictions of economic theory in nonparametric methods Pages 2523-2558 Rosa L. Matzkin &nbsp; &nbsp;12.&nbsp;&nbsp; &nbsp;Chapter 43 Analog estimation of econometric models Pages 2559-2582 Charles F. Manski &nbsp; &nbsp;13.&nbsp;&nbsp; &nbsp;Chapter 44 Testing non-nested hypotheses Pages 2583-2637 C. Gourieroux and A. Monfort &nbsp; &nbsp; &nbsp;Part 10 - Theory and Methods for Dependent Processes &nbsp;14.&nbsp;&nbsp; &nbsp;Chapter 45 Estimation and inference for dependent processes Pages 2639-2738 Jeffrey M. Wooldridge &nbsp; &nbsp;15.&nbsp;&nbsp; &nbsp;Chapter 46 Unit roots, structural breaks and trends Pages 2739-2841 James H. Stock &nbsp; &nbsp;16.&nbsp;&nbsp; &nbsp;Chapter 47 Vector autoregressions and cointegration Pages 2843-2915 Mark W. Watson &nbsp; &nbsp;17.&nbsp;&nbsp; &nbsp;Chapter 48 Aspects of modelling nonlinear time series Pages 2917-2957 Timo Ter&auml;svirta, Dag Tj&oslash;stheim and Clive W.J. Granger &nbsp; &nbsp;18.&nbsp;&nbsp; &nbsp;Chapter 49 Arch models Pages 2959-3038 Tim Bollerslev, Robert F. Engle and Daniel B. Nelson &nbsp; &nbsp;19.&nbsp;&nbsp; &nbsp;Chapter 50 State-space models Pages 3039-3080 James D. Hamilton &nbsp; &nbsp;20.&nbsp;&nbsp; &nbsp;Chapter 51 Structural estimation of markov decision processes Pages 3081-3143 John Rust &nbsp;