Estimation and inference for dependent processes

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Bibliographische Detailangaben
Veröffentlicht in:	Handbook of econometrics ; Vol. 4
1. Verfasser:	Wooldridge, Jeffrey M. (VerfasserIn)
Pages:	4
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	1994
Schlagworte:	Schätztheorie > Theorie > Aufsatz im Buch
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Titel	Jahr	Verfasser
State-space models	1994	Hamilton, James D.
Vector autoregressions and cointegration	1994	Watson, Mark W.
Testing non-nested hypotheses	1994	Gouriéroux, Christian
Estimation of semiparametric models	1994	Powell, James
Structural estimation of Markov decision processes	1994	Rust, John
Aspects of modelling nonlinear time series	1994	Teräsvirta, Timo
Unit roots, structural breaks and trends	1994	Stock, James H.
Classical estimation methods for LDV models using simulation	1994	Hajivassiliou, Vassilis Argyrou
Methodology and theory for the bootstrap	1994	Hall, Peter
Applied nonparametric methods	1994	Härdle, Wolfgang
Large sample estimation and hypothesis testing	1994	Newey, Whitney K.
ARCH models	1994	Bollerslev, Tim
Analog estimation of econometric models	1994	Manski, Charles F.
Estimation and inference for dependent processes	1994	Wooldridge, Jeffrey M.
Restrictions of economic theory in nonparametric methods	1994	Matzkin, Rosa L.
Empirical process methods in econometrics	1994	Andrews, Donald W. K.