The Refinement of Econometric Estimation and Test Procedures
Finite Sample and Asymptotic Analysis
Herausgeber: Phillips, Garry D. A.; Tzavalis, Elias
The Refinement of Econometric Estimation and Test Procedures
Finite Sample and Asymptotic Analysis
Herausgeber: Phillips, Garry D. A.; Tzavalis, Elias
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The main theme of this book is the importance of refined asymptotic methods to econometric analysis.
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The main theme of this book is the importance of refined asymptotic methods to econometric analysis.
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Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.
Produktdetails
- Produktdetails
- Verlag: Cambridge University Press
- Seitenzahl: 418
- Erscheinungstermin: 25. April 2012
- Englisch
- Abmessung: 229mm x 152mm x 22mm
- Gewicht: 603g
- ISBN-13: 9781107406247
- ISBN-10: 1107406242
- Artikelnr.: 35890923
- Herstellerkennzeichnung
- Books on Demand GmbH
- In de Tarpen 42
- 22848 Norderstedt
- info@bod.de
- 040 53433511
- Verlag: Cambridge University Press
- Seitenzahl: 418
- Erscheinungstermin: 25. April 2012
- Englisch
- Abmessung: 229mm x 152mm x 22mm
- Gewicht: 603g
- ISBN-13: 9781107406247
- ISBN-10: 1107406242
- Artikelnr.: 35890923
- Herstellerkennzeichnung
- Books on Demand GmbH
- In de Tarpen 42
- 22848 Norderstedt
- info@bod.de
- 040 53433511
List of figures; List of tables; Contributors; Preface; Michael Magdalinos
1949-2002; Acknowledgements; Introduction Garry D. A. Phillips and Elias
Tzavalis; 1. Conditional heteroscedasticity models with Pearson
disturbances Michael A. Magdalinos and George P. Mitsopoulos; 2. The
Instrumental Variables method revisited: on the nature and choice of
optimal instruments Aris Spanos; 3. Nagar-type moment approximations in
simultaneous equation models: some further results Garry D. A. Phillips; 4.
Local GEL methods for conditional moment restrictions Richard J. Smith; 5.
Limit theory for moderate deviations from a unit root under weak dependence
Peter C. B. Phillips and Tassos Magdalinos; 6. The structure of
multiparameter tests Christopher L. Cavanagh and Thomas J. Rothenberg; 7.
Cornish-Fisher size corrected t and F statistics for the linear regression
model with heteroscedastic errors Spyridon D. Symeonides, Hellen
Kandiloriou and Elias Tzavalis; 8. Non-parametric specification testing of
non-nested econometric models Qi Li and Thanasis Stengos; 9. Testing for
autocorrelation in systems of equations Phoebus J. Dhrymes; 10. Alternative
approaches to estimation and inference in large multifactor panels: small
sample results with an application to modelling of Asset Returns G.
Kapetanios and M. Hashem Pesaran; 11. Judging contending estimators by
simulation: tournaments in dynamic panel data models Jan F. Kiviet; 12. A
statistical proof of the transformation theorem Karim M. Abadir and Jan R.
Magnus; 13. On the joint density of the sum and sum of squares of
nonnegative random variables Grant Hillier; 14. Conditional Response
Analysis Grayham E. Mizon and Anna Staszewska; Index.
1949-2002; Acknowledgements; Introduction Garry D. A. Phillips and Elias
Tzavalis; 1. Conditional heteroscedasticity models with Pearson
disturbances Michael A. Magdalinos and George P. Mitsopoulos; 2. The
Instrumental Variables method revisited: on the nature and choice of
optimal instruments Aris Spanos; 3. Nagar-type moment approximations in
simultaneous equation models: some further results Garry D. A. Phillips; 4.
Local GEL methods for conditional moment restrictions Richard J. Smith; 5.
Limit theory for moderate deviations from a unit root under weak dependence
Peter C. B. Phillips and Tassos Magdalinos; 6. The structure of
multiparameter tests Christopher L. Cavanagh and Thomas J. Rothenberg; 7.
Cornish-Fisher size corrected t and F statistics for the linear regression
model with heteroscedastic errors Spyridon D. Symeonides, Hellen
Kandiloriou and Elias Tzavalis; 8. Non-parametric specification testing of
non-nested econometric models Qi Li and Thanasis Stengos; 9. Testing for
autocorrelation in systems of equations Phoebus J. Dhrymes; 10. Alternative
approaches to estimation and inference in large multifactor panels: small
sample results with an application to modelling of Asset Returns G.
Kapetanios and M. Hashem Pesaran; 11. Judging contending estimators by
simulation: tournaments in dynamic panel data models Jan F. Kiviet; 12. A
statistical proof of the transformation theorem Karim M. Abadir and Jan R.
Magnus; 13. On the joint density of the sum and sum of squares of
nonnegative random variables Grant Hillier; 14. Conditional Response
Analysis Grayham E. Mizon and Anna Staszewska; Index.
List of figures; List of tables; Contributors; Preface; Michael Magdalinos
1949-2002; Acknowledgements; Introduction Garry D. A. Phillips and Elias
Tzavalis; 1. Conditional heteroscedasticity models with Pearson
disturbances Michael A. Magdalinos and George P. Mitsopoulos; 2. The
Instrumental Variables method revisited: on the nature and choice of
optimal instruments Aris Spanos; 3. Nagar-type moment approximations in
simultaneous equation models: some further results Garry D. A. Phillips; 4.
Local GEL methods for conditional moment restrictions Richard J. Smith; 5.
Limit theory for moderate deviations from a unit root under weak dependence
Peter C. B. Phillips and Tassos Magdalinos; 6. The structure of
multiparameter tests Christopher L. Cavanagh and Thomas J. Rothenberg; 7.
Cornish-Fisher size corrected t and F statistics for the linear regression
model with heteroscedastic errors Spyridon D. Symeonides, Hellen
Kandiloriou and Elias Tzavalis; 8. Non-parametric specification testing of
non-nested econometric models Qi Li and Thanasis Stengos; 9. Testing for
autocorrelation in systems of equations Phoebus J. Dhrymes; 10. Alternative
approaches to estimation and inference in large multifactor panels: small
sample results with an application to modelling of Asset Returns G.
Kapetanios and M. Hashem Pesaran; 11. Judging contending estimators by
simulation: tournaments in dynamic panel data models Jan F. Kiviet; 12. A
statistical proof of the transformation theorem Karim M. Abadir and Jan R.
Magnus; 13. On the joint density of the sum and sum of squares of
nonnegative random variables Grant Hillier; 14. Conditional Response
Analysis Grayham E. Mizon and Anna Staszewska; Index.
1949-2002; Acknowledgements; Introduction Garry D. A. Phillips and Elias
Tzavalis; 1. Conditional heteroscedasticity models with Pearson
disturbances Michael A. Magdalinos and George P. Mitsopoulos; 2. The
Instrumental Variables method revisited: on the nature and choice of
optimal instruments Aris Spanos; 3. Nagar-type moment approximations in
simultaneous equation models: some further results Garry D. A. Phillips; 4.
Local GEL methods for conditional moment restrictions Richard J. Smith; 5.
Limit theory for moderate deviations from a unit root under weak dependence
Peter C. B. Phillips and Tassos Magdalinos; 6. The structure of
multiparameter tests Christopher L. Cavanagh and Thomas J. Rothenberg; 7.
Cornish-Fisher size corrected t and F statistics for the linear regression
model with heteroscedastic errors Spyridon D. Symeonides, Hellen
Kandiloriou and Elias Tzavalis; 8. Non-parametric specification testing of
non-nested econometric models Qi Li and Thanasis Stengos; 9. Testing for
autocorrelation in systems of equations Phoebus J. Dhrymes; 10. Alternative
approaches to estimation and inference in large multifactor panels: small
sample results with an application to modelling of Asset Returns G.
Kapetanios and M. Hashem Pesaran; 11. Judging contending estimators by
simulation: tournaments in dynamic panel data models Jan F. Kiviet; 12. A
statistical proof of the transformation theorem Karim M. Abadir and Jan R.
Magnus; 13. On the joint density of the sum and sum of squares of
nonnegative random variables Grant Hillier; 14. Conditional Response
Analysis Grayham E. Mizon and Anna Staszewska; Index.