Topics in Advanced Econometrics: Estimation, Testing, and Specification of Cross-Section and Time Series Models

...
Author:  Herman J. Bierens

53 downloads 633 Views 1MB Size Report

This content was uploaded by our users and we assume good faith they have the permission to share this book. If you own the copyright to this book and it is wrongfully on our website, we offer a simple DMCA procedure to remove your content from our site. Start by pressing the button below!

Report copyright / DMCA form

Recommend Documents

In this book Herman Bierens provides a mathematically rigorous treatment of a number of timely topics in advanced econom...

Lecture Notes in Statistics Edited by P. Bickel, P. Diggle, S. Fienberg, U. Gather, I. Olkin, S. Zeger 181 Daniel Str...

ADVANCED TEXTS IN E C O N O M E T R I C S General Editors C.W.J. Granger G.E. Mizon Other Advanced Texts in Econometr...

Lecture Notes in Statistics Edited by P. Bickel, P. Diggle, S. Fienberg, U. Gather, I. Olkin, S. Zeger 181 Daniel Str...

In this book Christian Gourieroux and Alain Monfort provide an up-to-date and comprehensive analysis of modern time ser...

This page intentionally left blank Robust Estimation and Testing This page intentionally left blank Robust Estima...

Demand System Specification and Estimation This page intentionally left blank Demand System Specification and Estim...

ADVANCED TEXTS IN ECONOMETRICS Editors Manuel Arellano Guido Imbens Grayham E. Mizon Adrian Pagan Mark Watson Advisory ...

Applied Time Series Econometrics Time series econometrics is a rapidly evolving field. In particular, the cointegration...