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catalog contributor b4065615.
catalog contributor b4065616.
catalog created "1993.".
catalog date "1993".
catalog date "1993.".
catalog dateCopyrighted "1993.".
catalog description "Includes bibliographical references and index.".
catalog description "Some alternatives to the Edgeworth approximation for econometric statistics / J.D. Sargan -- The finite-sample properties of cointegration estimators with applications to testing / Glenn Ellison and Stephen E. Satchell -- Reference cycles in the time and frequency domains : duality aspects of the business cycle / Roger J. Bowden and Vance L. Martin -- Estimating linear quadratic models with integrated processes / Allan W. Gregory, Adrian R. Pagan and Gregor W. Smith -- Reducing parameter numbers in econometric modeling / E.J. Hannan -- Semiparametric efficiency bounds for linear time-series models / Lars P. Hansen -- Evaluating dynamic econometric models by encompassing the VAR / David F. Hendry and Grayham E. Mizon -- Empirical implications of arbitrage-free asset markets / S. Maheswaran and Christopher A. Sims -- Rational expectations and integrated variables / Michael R. Wickens.".
catalog description "The A.R. Bergstrom prize in econometrics / V.B. Hall and P.C.B. Phillips -- Rex Bergstrom's career and research / Peter C.B. Phillips -- What is econometrics? / A.R. Bergstrom -- The ET interview : A.R. Bergstrom / interviewed by C.B. Phillips -- Forecasting with continuous-time and discrete-time series models : an empirical comparison / Marcus J. Chambers -- Estimation, smoothing, interpolation, and distribution for structural time-series models in continuous time / A.C. Harvey and James H. Stock -- Continuous-time models in econometrics : closed and open systems, stocks and flows / Peter M. Robinson -- Estimation of nonlinear continuous-time models from discrete data / Clifford R. Wymer -- Some further exact results for structural equation estimators / Grant H. Hillier and Christopher L. Skeels -- Operational algebra and regression t-tests / Peter C.B. Phillips -- Multiple comparisons emphasizing incremental effects / J. Richmond.".
catalog description "The stochastic behavior of mineral-commodity prices / Terence D. Agbeyegbe -- Continuous-time econometric modeling and the issue of capital liberalization / Giancarlo Gandolfo and Pier Carlo Padoan -- Economies of scale in the New Zealand electricity distribution industry / David E.A. Giles and Nicolas S. Wyatt -- Long-run equilibrium estimation and inference : a nonparametric application / V.B. Hall and R.G. Trevor.".
catalog extent "xii, 406 p. :".
catalog identifier "1557861102 (alk. paper)".
catalog issued "1993".
catalog issued "1993.".
catalog language "eng".
catalog publisher "Cambridge, MA : Blackwell,".
catalog subject "330/.01/5195 20".
catalog subject "Bergstrom, A. R. (Albert Rex)".
catalog subject "Econometrics.".
catalog subject "HB139 .M626 1993".
catalog tableOfContents "Some alternatives to the Edgeworth approximation for econometric statistics / J.D. Sargan -- The finite-sample properties of cointegration estimators with applications to testing / Glenn Ellison and Stephen E. Satchell -- Reference cycles in the time and frequency domains : duality aspects of the business cycle / Roger J. Bowden and Vance L. Martin -- Estimating linear quadratic models with integrated processes / Allan W. Gregory, Adrian R. Pagan and Gregor W. Smith -- Reducing parameter numbers in econometric modeling / E.J. Hannan -- Semiparametric efficiency bounds for linear time-series models / Lars P. Hansen -- Evaluating dynamic econometric models by encompassing the VAR / David F. Hendry and Grayham E. Mizon -- Empirical implications of arbitrage-free asset markets / S. Maheswaran and Christopher A. Sims -- Rational expectations and integrated variables / Michael R. Wickens.".
catalog tableOfContents "The A.R. Bergstrom prize in econometrics / V.B. Hall and P.C.B. Phillips -- Rex Bergstrom's career and research / Peter C.B. Phillips -- What is econometrics? / A.R. Bergstrom -- The ET interview : A.R. Bergstrom / interviewed by C.B. Phillips -- Forecasting with continuous-time and discrete-time series models : an empirical comparison / Marcus J. Chambers -- Estimation, smoothing, interpolation, and distribution for structural time-series models in continuous time / A.C. Harvey and James H. Stock -- Continuous-time models in econometrics : closed and open systems, stocks and flows / Peter M. Robinson -- Estimation of nonlinear continuous-time models from discrete data / Clifford R. Wymer -- Some further exact results for structural equation estimators / Grant H. Hillier and Christopher L. Skeels -- Operational algebra and regression t-tests / Peter C.B. Phillips -- Multiple comparisons emphasizing incremental effects / J. Richmond.".
catalog tableOfContents "The stochastic behavior of mineral-commodity prices / Terence D. Agbeyegbe -- Continuous-time econometric modeling and the issue of capital liberalization / Giancarlo Gandolfo and Pier Carlo Padoan -- Economies of scale in the New Zealand electricity distribution industry / David E.A. Giles and Nicolas S. Wyatt -- Long-run equilibrium estimation and inference : a nonparametric application / V.B. Hall and R.G. Trevor.".
catalog title "Models, methods, and applications of econometrics : essays in honor of A.R. Bergstrom / edited by Peter C.B. Phillips.".
catalog type "text".