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Full Description

Summarizes the latest 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 current applications in statistics, economics, medicine, biology, engineering, sociology, psychology, and information technology.

This reference supplies

• a new geometric proof of an extended Gauss—Markov theorem
  
• modern approaches for the design and implementation of sample surveys
  
• advances in the theory of Neyman’s smooth test
  
• methods for pre-test and biased estimation

and details

• the identification and evaluation of structural auction models
  
• sample size requirements for estimation in SUR models
  
• models for business cycle research and the analysis of population growth in developing countries
  
• Bayesian inference on dynamic regression models
  
• Innovative developments in nonparametric models

Containing more than 800 contemporary references to facilitate further study, the Handbook of Applied Econometrics and Statistical Inference is an in-depth guide for applied statisticians, econometricians, economists, sociologists, psychologists, data analysts, biometricians, medical researchers, and upper-level undergraduate and graduate-level students in these disciplines.

Contents

Preface
Contributors
Selected Publications of V.K. Srivastava

Part 1 Statistical Inference and Sample Design
1. Bayesian Inference Using Conditionally Specified Priors
Barry C. Arnold, Enrique Castillo, and Jose´ Marı´a Sarabia
2. Approximate Confidence Regions for Minimax–Linear
Estimators
Helge Toutenburg, A. Fieger, and Burkhard Schaffrin
3. On Efficiently Estimable Parametric Functionals in the General
Linear Model with Nuisance Parameters
Pawel R. Pordzik and Go¨tz Trenkler
4. Estimation under LINEX Loss Function
Ahmad Parsian and S.N.U.A. Kirmani

5. Design of Sample Surveys across Time
Subir Ghosh

Part 2 Nonparametric Estimation and Testing
6. Kernel Estimation in a Continuous Randomized Response
Model
Ibrahim A. Ahmad
7. Index-Free, Density-Based Multinomial Choice
Jeffrey S. Racine
8. Censored Additive Regression Models
R. S. Singh and Xuewen Lu
9. Improved Combined Parametric and Nonparametric
Regressions: Estimation and Hypothesis Testing
Mezbahur Rahman and Aman Ullah

Part 3 Hypothesis Testing
10. Neyman’s Smooth Test and Its Applications in Econometrics
Anil K. Bera and Aurobindo Ghosh
11. Computing the Distribution of a Quadratic Form in Normal
Variables
R. W. Farebrother
12. Improvements to the Wald Test
Maxwell L. King and Kim-Leng Goh
13. On the Sensitivity of the t-Statistic
Jan R. Magnus

Part 4 Pretest and Biased Estimation
14. Preliminary-Test and Bayes Estimation of a Location
Parameter under ‘‘Reflected Normal’’ Loss
David E. A. Giles
15. MSE Performance of the Double k-Class Estimator of Each
Individual Regression Coefficient under Multivariate t-Errors
Akio Namba and Kazuhiiro Ohtani

16. Effects of a Trended Regressor on the Efficiency Properties of the Least-Squares and Stein-Rule Estimation of Regression
Coefficients
Shalabh
17. Endogeneity and Biased Estimation under Squared Error Loss
Ron C. Mittelhammer and George G. Judge

Part 5 Time Series Analysis
18. Testing for Two-Step Granger Noncausality in Trivariate VAR
Models
Judith A. Giles
19. Measurement of the Quality of Autoregressive Approximation, with Econometric Applications
John W. Galbraith and Victoria Zinde-Walsh
20. Bayesian Inference of a Dynamic Linear Model with Edgeworth Series Disturbances
Anoop Chaturvedi, Alan T. K. Wan, and Guohua Zou
21. Determining an Optimal Window Size for Modeling Volatility
Xavier Chee Hoong Yew, Michael McAleer, and Shiqing Ling
22. SUR Models with Integrated Regressors
Koichi Maekawa and Hiroyuki Hisamatsu

Part 6 Estimation and Inference in Econometric Models
23. Estimating Systems of Stochastic Coefficients Regressions
When Some of the Observations Are Missing
Gordon Fisher and Marcel-Christian Voia
24. Efficiency Considerations in the Negative Exponential Failure Time Model
John L. Knight and Stephen E. Satchell
25. On Specifying Double-Hurdle Models
Murray D. Smith
26. Econometric Applications of Generalized Estimating Equations for Panel Data and Extensions to Inference
H. D. Vinod

27.Sample Size Requirements for Estimation in SUR Models
William E. Griffiths, Christopher L. Skeels, and Duangkamon
Chotikapanich

Part 7 Applied Econometrics
28. Semiparametric Panel Data Estimation: An Application to
Immigrants’ Homelink Effect on U.S. Producer Trade Flows
Aman Ullah and Kusum Mundra
29. Weighting Socioeconomic Indicators of Human Development: A Latent Variable Approach
A. L. Nagar and Sudip Ranjan Basu
30. A Survey of Recent Work on Identification, Estimation, and
Testing of Structural Auction Models
Samita Sareen
31. Asymmetry of Business Cycles: The Markov-Switching Approach
Baldev Raj

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

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