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<P><FONT>Handbook of Applied Econometrics and Statistical Inference<br></FONT><FONT face="Bradley Hand ITC">edited by Aman Ullah, Alan T.K. Wan, Anoop Chaturvedi<br>CRC | ISBN: 0824706528 | 2002 | PDF | 718 pages | 3.0 MB</FONT></P>
<P><STRONG>Price:</STRONG> <FONT color=#990000>$219.95</FONT> <br></P>
<P><FONT color=#de6e00><STRONG>Full Description</STRONG><br></FONT></P>
<P>Summarizes the<B> latest</B> developments and techniques in the field and highlights areas such as sample surveys, nonparametric analysis, hypothesis testing, time series analysis, Bayesian inference, and distribution theory for<B> current</B> applications in statistics, economics, medicine, biology, engineering, sociology, psychology, and information technology.<br><br>This <B>reference</B><I> supplies</I> <br>
<UL>
<LI>a <B>new</B> geometric proof of an extended Gauss—Markov theorem <br>
<LI><B>modern</B> approaches for the design and implementation of sample surveys <br>
<LI><B>advances </B>in the theory of Neyman’s smooth test <br>
<LI>methods for pre-test and biased estimation</LI></UL>
<P>and <I>details</I> </P>
<UL>
<LI>the identification and evaluation of structural auction models <br>
<LI>sample size requirements for estimation in SUR models <br>
<LI><B>models</B> for business cycle research and the analysis of population growth in developing countries <br>
<LI>Bayesian inference on dynamic regression models <br>
<LI>Innovative developments in nonparametric models </LI></UL>
<P>Containing more than <B>800</B> contemporary references to facilitate further study, the <B><I>Handbook of Applied Econometrics and Statistical Inference</I></B> is an in-depth <B>guide</B> for applied statisticians, econometricians, economists, sociologists, psychologists, data analysts, biometricians, medical researchers, and upper-level undergraduate and graduate-level students in these disciplines.</P>
<P><FONT size=4>Contents</FONT></P>
<P>Preface<br>Contributors<br>Selected Publications of V.K. Srivastava</P>
<P><br><FONT size=2>Part 1 Statistical Inference and Sample Design<br></FONT><STRONG>1. Bayesian Inference Using Conditionally Specified Priors<br></STRONG><STRONG><EM>Barry C. Arnold, Enrique Castillo, and Jose&acute; Marı&acute;a Sarabia<br></EM>2. Approximate Confidence Regions for Minimax–Linear<br>Estimators<br><EM>Helge Toutenburg, A. Fieger, and Burkhard Schaffrin</EM><br>3. On Efficiently Estimable Parametric Functionals in the General<br></STRONG><STRONG><EM>Linear Model with Nuisance Parameters<br></EM>Pawel R. Pordzik and Go¨tz Trenkler<br>4. Estimation under LINEX Loss Function<br><EM>Ahmad Parsian and S.N.U.A. Kirmani</EM></STRONG></P>
<P><FONT size=1><STRONG><FONT size=1>5. Design of Sample Surveys across Time<br><EM>Subir Ghosh</EM></FONT><br></STRONG></FONT></P>
<P><FONT size=2>Part 2 Nonparametric Estimation and Testing</FONT><br><STRONG>6. Kernel Estimation in a Continuous Randomized Response<br>Model<br><EM>Ibrahim A. Ahmad<br></EM>7. Index-Free, Density-Based Multinomial Choice<br><EM>Jeffrey S. Racine<br></EM>8. Censored Additive Regression Models<br><EM>R. S. Singh and Xuewen Lu<br></EM>9. Improved Combined Parametric and Nonparametric<br>Regressions: Estimation and Hypothesis Testing<br><EM>Mezbahur Rahman and Aman Ullah</EM></STRONG></P>
<P><br><FONT size=3>Part 3 Hypothesis Testing</FONT><br><STRONG>10. Neyman’s Smooth Test and Its Applications in Econometrics<br><EM>Anil K. Bera and Aurobindo Ghosh<br></EM>11. Computing the Distribution of a Quadratic Form in Normal<br>Variables<br><EM>R. W. Farebrother</EM><br>12. Improvements to the Wald Test<br><EM>Maxwell L. King and Kim-Leng Goh<br></EM>13. On the Sensitivity of the t-Statistic<br><EM>Jan R. Magnus</EM></STRONG></P>
<P><br><FONT size=3>Part 4 Pretest and Biased Estimation</FONT><br><STRONG>14. Preliminary-Test and Bayes Estimation of a Location<br>Parameter under ‘‘Reflected Normal’’ Loss<br><EM>David E. A. Giles<br></EM>15. MSE Performance of the Double k-Class Estimator of Each<br>Individual Regression Coefficient under Multivariate t-Errors<br><EM>Akio Namba and Kazuhiiro Ohtani</EM></STRONG></P>
<P><STRONG>16. Effects of a Trended Regressor on the Efficiency Properties of the Least-Squares and Stein-Rule Estimation of Regression<br>Coefficients<br><EM>Shalabh<br></EM>17. Endogeneity and Biased Estimation under Squared Error Loss<br><EM>Ron C. Mittelhammer and George G. Judge</EM></STRONG></P>
<P><br><FONT size=3>Part 5 Time Series Analysis<br></FONT><STRONG>18. Testing for Two-Step Granger Noncausality in Trivariate VAR<br>Models<br><EM>Judith A. Giles<br></EM>19. Measurement of the Quality of Autoregressive Approximation, with Econometric Applications<br>John W. Galbraith and Victoria Zinde-Walsh<br>20. Bayesian Inference of a Dynamic Linear Model with Edgeworth Series Disturbances<br><EM>Anoop Chaturvedi, Alan T. K. Wan, and Guohua Zou</EM><br>21. Determining an Optimal Window Size for Modeling Volatility<br><EM>Xavier Chee Hoong Yew, Michael McAleer, and Shiqing Ling<br></EM>22. SUR Models with Integrated Regressors<br><EM>Koichi Maekawa and Hiroyuki Hisamatsu</EM></STRONG></P>
<P><br><FONT size=3>Part 6 Estimation and Inference in Econometric Models</FONT><br><STRONG>23. Estimating Systems of Stochastic Coefficients Regressions<br>When Some of the Observations Are Missing<br><EM>Gordon Fisher and Marcel-Christian Voia<br></EM>24. Efficiency Considerations in the Negative Exponential Failure Time Model<br><EM>John L. Knight and Stephen E. Satchell</EM><br>25. On Specifying Double-Hurdle Models<br><EM>Murray D. Smith<br></EM>26. Econometric Applications of Generalized Estimating Equations for Panel Data and Extensions to Inference<br><EM>H. D. Vinod</EM></STRONG></P>
<P><STRONG>27.Sample Size Requirements for Estimation in SUR Models<br><EM>William E. Griffiths, Christopher L. Skeels, and Duangkamon<br>Chotikapanich</EM></STRONG></P>
<P><br><FONT size=3>Part 7 Applied Econometrics</FONT><br><STRONG>28. Semiparametric Panel Data Estimation: An Application to<br>Immigrants’ Homelink Effect on U.S. Producer Trade Flows<br><EM>Aman Ullah and Kusum Mundra<br></EM>29. Weighting Socioeconomic Indicators of Human Development: A Latent Variable Approach<br><EM>A. L. Nagar and Sudip Ranjan Basu</EM><br>30. A Survey of Recent Work on Identification, Estimation, and<br>Testing of Structural Auction Models<br><EM>Samita Sareen<br></EM>31. Asymmetry of Business Cycles: The Markov-Switching Approach<br><EM>Baldev Raj</EM></STRONG></P>
<P>这本书有1998年版,这是这本书的最新版.很有收藏价值.是清晰的PDF版,因此定价30</P>

[此贴子已经被作者于2006-12-4 20:42:25编辑过]