Handbook of Econometrics, vol 4

Edited by Robert F. Engle and Daniel L. McFadden

in Handbook of Econometrics from Elsevier, edited by Z. Griliches† and M. D. Intriligator

Keywords: Simultaneous equation models; econometrics; identification (search for similar items in EconPapers)
JEL-codes: C39 (search for similar items in EconPapers)
Date: 1986
Edition: 1

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Chapters in this book:

Ch 36 Large sample estimation and hypothesis testing , pp 2111-2245

Whitney K. Newey and Daniel L. McFadden

Ch 37 Empirical process methods in econometrics , pp 2247-2294

Donald W. K. Andrews

Ch 38 Applied nonparametric methods , pp 2295-2339

Wolfgang Karl Härdle and Oliver Bruce Linton

Ch 39 Methodology and theory for the bootstrap , pp 2341-2381

Peter Hall

Ch 40 Classical estimation methods for LDV models using simulation , pp 2383-2441

Vassilis A. Hajivassiliou and Paul A. Ruud

Ch 41 Estimation of semiparametric models , pp 2443-2521

James L. Powell

Ch 42 Restrictions of economic theory in nonparametric methods , pp 2523-2558

Rosa L. Matzkin

Ch 43 Analog estimation of econometric models , pp 2559-2582

Charles Manski

Ch 44 Testing non-nested hypotheses , pp 2583-2637

Christian S. Gourieroux and Alain Monfort

Ch 45 Estimation and inference for dependent processes , pp 2639-2738

Jeffrey Wooldridge

Ch 46 Unit roots, structural breaks and trends , pp 2739-2841

James H. Stock

Ch 47 Vector autoregressions and cointegration , pp 2843-2915

Mark W. Watson

Ch 48 Aspects of modelling nonlinear time series , pp 2917-2957

Timo Teräsvirta, Dag Tjostheim and Clive W. J. Granger

Ch 49 Arch models , pp 2959-3038

Tim Bollerslev, Robert F. Engle and Daniel B. Nelson

Ch 50 State-space models , pp 3039-3080

James Hamilton

Ch 51 Structural estimation of markov decision processes , pp 3081-3143

John Rust

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