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- catalog contributor b5471420.
- catalog contributor b5471421.
- catalog contributor b5471422.
- catalog created "1993.".
- catalog date "1993".
- catalog date "1993.".
- catalog dateCopyrighted "1993.".
- catalog description "Bootstrap methods : applications in econometrics / H.D. Vinod -- Identifying outliers and influential observations in econometric models / S.G. Donald, G.S. Maddala -- Statistical aspects of calibration in macroeconomics / A.W. Gregory, G.W. Smith -- Panel data models with rational expectations / K. Lahiri -- Continuous time financial models : statistical applications of stochastic processes / K.R. Sawyer.".
- catalog description "Estimation from endogenously stratified samples / S.R. Cosslett -- Semiparametric and nonparametric estimation of quantal response models / J.L. Horowitz -- Selection problem in econometrics and statistics / C.F. Manski -- General nonparametric regression estimation and testing in econometrics / A. Ullah, H.D. Vinod -- Simultaneous microeconomic models with censored or qualitative dependent variables / R.W. Blundell, R.J. Smith.".
- catalog description "Includes bibliographical references and index.".
- catalog description "Multivariate tobit models in econometrics / L.-F. Lee -- Estimation of limited dependent variable models under rational expectations / G.S. Maddala -- Nonlinear time series and macroeconomics / W.A. Brock, S.M. Potter -- Estimation, inference, and forecasting of time series subject to changes in regime / J.D. Hamilton -- Structural time series models / A.C. Harvey, N. Shepard -- Bayesian testing and testing Bayesians / J.-P. Florens, M. Mouchart.".
- catalog description "Pseudo-likelihood methods / C. Gourieroux, A. Monfort -- Rao's score test : recent asymptotic results / R. Mukerjee -- On strong consistency of m-estimates in linear models under general discrepancy function / Z.D. Bai, Z.J. Liu, C.R. Rao -- Some aspects of generalized method moments estimation / A. Hall -- Efficient estimation of models with conditional moment restrictions / W.K. Newey -- Generalized method of moments : econometric applications / M. Ogaki.".
- catalog description "Testing for heteroskedasticity / A.R. Pagan, Y. Pak -- Simulation estimation methods for limited dependent variable models / V.A. Hajivassiliou -- Simulation estimation for panel data models with limited dependent variables / M.P. Keane -- Perspective on application of bootstrap methods in econometrics / J. Jeong, G.S. Maddala -- Stochastic simulations for inference in nonlinear errors-in-variables models / R.S. Mariano, B.W. Brown.".
- catalog extent "xx, 783 p. ;".
- catalog hasFormat "Econometrics.".
- catalog identifier "0444895779".
- catalog isFormatOf "Econometrics.".
- catalog isPartOf "Handbook of statistics (Amsterdam, Netherlands) ; v. 11.".
- catalog isPartOf "Handbook of statistics ; v.11".
- catalog issued "1993".
- catalog issued "1993.".
- catalog language "eng".
- catalog publisher "Amsterdam ; New York : North-Holland,".
- catalog relation "Econometrics.".
- catalog subject "330/.01/5195 20".
- catalog subject "Econometrics.".
- catalog subject "Economics Statistical methods.".
- catalog subject "HB139 .E288 1993".
- catalog tableOfContents "Bootstrap methods : applications in econometrics / H.D. Vinod -- Identifying outliers and influential observations in econometric models / S.G. Donald, G.S. Maddala -- Statistical aspects of calibration in macroeconomics / A.W. Gregory, G.W. Smith -- Panel data models with rational expectations / K. Lahiri -- Continuous time financial models : statistical applications of stochastic processes / K.R. Sawyer.".
- catalog tableOfContents "Estimation from endogenously stratified samples / S.R. Cosslett -- Semiparametric and nonparametric estimation of quantal response models / J.L. Horowitz -- Selection problem in econometrics and statistics / C.F. Manski -- General nonparametric regression estimation and testing in econometrics / A. Ullah, H.D. Vinod -- Simultaneous microeconomic models with censored or qualitative dependent variables / R.W. Blundell, R.J. Smith.".
- catalog tableOfContents "Multivariate tobit models in econometrics / L.-F. Lee -- Estimation of limited dependent variable models under rational expectations / G.S. Maddala -- Nonlinear time series and macroeconomics / W.A. Brock, S.M. Potter -- Estimation, inference, and forecasting of time series subject to changes in regime / J.D. Hamilton -- Structural time series models / A.C. Harvey, N. Shepard -- Bayesian testing and testing Bayesians / J.-P. Florens, M. Mouchart.".
- catalog tableOfContents "Pseudo-likelihood methods / C. Gourieroux, A. Monfort -- Rao's score test : recent asymptotic results / R. Mukerjee -- On strong consistency of m-estimates in linear models under general discrepancy function / Z.D. Bai, Z.J. Liu, C.R. Rao -- Some aspects of generalized method moments estimation / A. Hall -- Efficient estimation of models with conditional moment restrictions / W.K. Newey -- Generalized method of moments : econometric applications / M. Ogaki.".
- catalog tableOfContents "Testing for heteroskedasticity / A.R. Pagan, Y. Pak -- Simulation estimation methods for limited dependent variable models / V.A. Hajivassiliou -- Simulation estimation for panel data models with limited dependent variables / M.P. Keane -- Perspective on application of bootstrap methods in econometrics / J. Jeong, G.S. Maddala -- Stochastic simulations for inference in nonlinear errors-in-variables models / R.S. Mariano, B.W. Brown.".
- catalog title "Econometrics / edited by G.S. Maddala, C.R. Rao, H.D. Vinod.".
- catalog type "text".