Engle, R.F. and D. L. McFadden (1994) "Handbook of Econometrics, vol. IV," North-Holland, and Heckman, J.J. and E. Leamer (2001), "Handbook of Econometrics, vol. V," North-Holland. The following chapters from this handbook will be used. They can be downloaded for free from http://www.elsevier.com/hes/books/02/menu02.htm 我上elsevier上查了，已经取消免费下载了，哪位朋友以前有下载过，帮忙上传一下，多谢了。我需要这几篇。

"Large Sample Estimation and Hypothesis Testing," by Newey, W.K., and McFadden, D., Chapter 36. "Applied Nonparametric Methods," by Hardle, W. and Linton, O., Chapter 38. "Estimation of Semiparametric Models," by Powell, J., Chapter 41. "The Bootstrap," by Horowitz, J.L., Chapter 52.