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Handbook of Econometrics, vol 4

Edited by Robert Engle and Daniel McFadden

in Handbook of Econometrics from Elsevier, currently 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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Citations: View citations in EconPapers (12) Track citations by RSS feed

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Chapters in this book:

Ch 36 Large sample estimation and hypothesis testing , pp 2111-2245 Downloads
Whitney Newey and Daniel McFadden
Ch 37 Empirical process methods in econometrics , pp 2247-2294 Downloads
Donald Andrews
Ch 38 Applied nonparametric methods , pp 2295-2339 Downloads
Wolfgang Hardle and Oliver Linton
Ch 39 Methodology and theory for the bootstrap , pp 2341-2381 Downloads
Peter Hall
Ch 40 Classical estimation methods for LDV models using simulation , pp 2383-2441 Downloads
Vassilis Hajivassiliou and Paul Ruud
Ch 41 Estimation of semiparametric models , pp 2443-2521 Downloads
James Powell
Ch 42 Restrictions of economic theory in nonparametric methods , pp 2523-2558 Downloads
Rosa Matzkin
Ch 43 Analog estimation of econometric models , pp 2559-2582 Downloads
Charles Manski
Ch 44 Testing non-nested hypotheses , pp 2583-2637 Downloads
Christian Gourieroux and Alain Monfort
Ch 45 Estimation and inference for dependent processes , pp 2639-2738 Downloads
Jeffrey Wooldridge
Ch 46 Unit roots, structural breaks and trends , pp 2739-2841 Downloads
James Stock
Ch 47 Vector autoregressions and cointegration , pp 2843-2915 Downloads
Mark Watson
Ch 48 Aspects of modelling nonlinear time series , pp 2917-2957 Downloads
Timo Teräsvirta, Dag Tjostheim and Clive Granger
Ch 49 Arch models , pp 2959-3038 Downloads
Tim Bollerslev, Robert Engle and Daniel B. Nelson
Ch 50 State-space models , pp 3039-3080 Downloads
James Hamilton
Ch 51 Structural estimation of markov decision processes , pp 3081-3143 Downloads
John Rust

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