Econometrics
著者
書誌事項
Econometrics
(Handbook of statistics, v. 11)
North-Holland, 1993
大学図書館所蔵 全171件
  青森
  岩手
  宮城
  秋田
  山形
  福島
  茨城
  栃木
  群馬
  埼玉
  千葉
  東京
  神奈川
  新潟
  富山
  石川
  福井
  山梨
  長野
  岐阜
  静岡
  愛知
  三重
  滋賀
  京都
  大阪
  兵庫
  奈良
  和歌山
  鳥取
  島根
  岡山
  広島
  山口
  徳島
  香川
  愛媛
  高知
  福岡
  佐賀
  長崎
  熊本
  大分
  宮崎
  鹿児島
  沖縄
  韓国
  中国
  タイ
  イギリス
  ドイツ
  スイス
  フランス
  ベルギー
  オランダ
  スウェーデン
  ノルウェー
  アメリカ
注記
Includes bibliographical references and index
内容説明・目次
内容説明
The main purpose of this volume is to serve as a source, reference and teaching supplement in econometrics, the branch of economics which is concerned with statistical methods applied to the empirical study of economic relationships. The papers in this volume provide comprehensive and up-to-date surveys of recent developments in various aspects of econometrics. They cover a wide variety of applications of statistical methodology to econometric problems and are written at a level intended for use by professional econometricians and statisticians, as well as advanced graduate students in econometrics.
目次
Endogenous Stratification, Semi-parametric and Non-parametric Estimation. Estimation from Endogenously Stratified Samples (S.R. Cosslett). Semi-Parametric and Non-Parametric Estimation of Quantal Response Models (J.L. Horowitz). The Selection Problem in Econometrics and Statistics (C.F. Manski). General Nonparametric Regression Estimation and Testing in Econometrics (A. Ullah, H.D. Vinod). Limited-Dependent Variables. Simultaneous Microeconometric Models with Censored or Qualitative Dependent Variables (R. Blundell, R.J. Smith). Multivariate Tobit Models in Econometrics (L.-F. Lee). Estimation of Limited Dependent Variable Models Under Rational Expectations (G.S. Maddala). Time-Series. Nonlinear Time Series and Macroeconometrics (W.A. Brock, S.M. Potter). Estimation, Inference, and Forecasting of Time Series Subject to Changes in Regime (J.D. Hamilton). Structural Time Series Models (A. Harvey, N. Shephard). Likelihood Methods and Bayesian Inference. Bayesian Testing and Testing Bayesians (J.-P. Florens, M. Mouchart). Pseudo-Likelihood Methods (C. Gourieroux, A. Monfort). Rao's Score Test: Recent Asymptotic Results (R. Mukerjee). On the Strong Consistency of M-Estimates in Linear Models Under a General Discrepancy Function (Z.D. Bai, Z.J. Liu, C.R. Rao). Some Aspects of Generalized Method of Moments Estimation (A. Hall). Efficient Estimation of Models with Conditional Moment Restrictions (W.K. Newey). Generalized Method of Moments: Econometric Applications (M. Ogaki). Testing for Heteroskedasticity (A.R. Pagan, Y. Pak). Computer-intensive Methods. Simulation Estimation Methods for Limited Dependent Variable Models (V.A. Hajivassiliou). Simulation Estimation for Panel Data Limited Dependent Variable Models (M.P. Keane). A Perspective on Applications of Bootstrap Methods in Econometrics (J. Jeong, G.S. Maddala). Stochastic Simulations for Inference in Nonlinear Errors-in-Variables Models (R.S. Mariano, B.W. Brown). Bootstrap Methods: Applications in Econometrics (H.D. Vinod). Other Problems. Identifying Outliers and Influential Observations in Econometric Models (S.G. Donald, G.S. Maddala). Statistical Aspects of Calibration in Macroeconomics (A. W. Gregory, G. W. Smith). Panel Data Models with Rational Expectations (K. Lahiri). Continuous Time Financial Models: Statistical Applications of Stochastic Processes (K.R. Sawyer).
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