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Econometric theory and practice : frontiers of analysis and applied research

Declaración de edición:1a.Ed Publicado por : Cambridge University Press (Cambridge ; New York ) Detalles físicos: x, 372 Paginas ilustraciones ISBN:9780521807234; 9780521184304.
Tema(s): Econometría
Año : 2006
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Libro Libro Claustro
Mezanine
Libro 330.01 C789e (Navegar estantería) Ej.1 Disponible 100173702
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Edgeworth expansions for the Wald and GMM statistics for nonlinear restrictions / Bruce E. Hansen -- Moment selection and bias reduction for GMM in conditionally heteroskedastic models / Guido M. Kuersteiner -- Specification tests with instrumental variables and rank deficiency / Yuichi Kitamura -- Asymptotic normality of singe-equation estimators for the case with a large number of weak instruments / John C. Chao and Norman R. Swanson -- Improved inference in weakly identified instrumental variables regression / Eric Zivot, Richard Startz, and Charles R. Nelson -- Extracting cycles from nonstationary data / Dean Corbae and Sam Ouliaris -- Nonstationary nonlinearity : an outlook for new opportunities / Joon Y. Park -- Multiple structural change models : a simulation analysis / Jushan Bai and Pierre Perron -- On efficient, robust, and adaptive estimation in cointegrated models / Douglas J. Hodgson -- Testing stationarity using M-estimation / Roger Koenker and Zhijie Xiao -- Consistent specification testing for quantile regression models / Yoon-Jae Whang -- Combination unit root tests for cross-sectionally correlated panels / In Choi -- Nonlinear IV panel unit root tests / Yoosoon Chang.