<p>PDF格式</p><p>Part 9 - Econometric Theory</p><p>&nbsp;5.&nbsp;&nbsp; <br/>&nbsp;Chapter 36 Large sample estimation and hypothesis testing<br/>Pages 2111-2245<br/>Whitney K. Newey and Daniel McFadden<br/>&nbsp;<br/>&nbsp;6.&nbsp;&nbsp; <br/>&nbsp;Chapter 37 Empirical process methods in econometrics<br/>Pages 2247-2294<br/>Donald W.K. Andrews<br/>&nbsp;<br/>&nbsp;7.&nbsp;&nbsp; <br/>&nbsp;Chapter 38 Applied nonparametric methods<br/>Pages 2295-2339<br/>Wolfgang H&auml;rdle and Oliver Linton<br/>&nbsp;<br/>&nbsp;8.&nbsp;&nbsp; <br/>&nbsp;Chapter 39 Methodology and theory for the bootstrap<br/>Pages 2341-2381<br/>Peter Hall<br/>&nbsp;<br/>&nbsp;9.&nbsp;&nbsp; <br/>&nbsp;Chapter 40 Classical estimation methods for LDV models using simulation<br/>Pages 2383-2441<br/>Vassilis A. Hajivassiliou and Paul A. Ruud<br/>&nbsp;<br/>&nbsp;10.&nbsp;&nbsp; <br/>&nbsp;Chapter 41 Estimation of semiparametric models<br/>Pages 2443-2521<br/>James L. Powell<br/>&nbsp;<br/>&nbsp;11.&nbsp;&nbsp; <br/>&nbsp;Chapter 42 Restrictions of economic theory in nonparametric methods<br/>Pages 2523-2558<br/>Rosa L. Matzkin<br/>&nbsp;<br/>&nbsp;12.&nbsp;&nbsp; <br/>&nbsp;Chapter 43 Analog estimation of econometric models<br/>Pages 2559-2582<br/>Charles F. Manski<br/>&nbsp;<br/>&nbsp;13.&nbsp;&nbsp; <br/>&nbsp;Chapter 44 Testing non-nested hypotheses<br/>Pages 2583-2637<br/>C. Gourieroux and A. Monfort<br/>&nbsp;<br/>&nbsp;<br/>&nbsp;Part 10 - Theory and Methods for Dependent Processes <br/>&nbsp;14.&nbsp;&nbsp; <br/>&nbsp;Chapter 45 Estimation and inference for dependent processes<br/>Pages 2639-2738<br/>Jeffrey M. Wooldridge<br/>&nbsp;<br/>&nbsp;15.&nbsp;&nbsp; <br/>&nbsp;Chapter 46 Unit roots, structural breaks and trends<br/>Pages 2739-2841<br/>James H. Stock<br/>&nbsp;<br/>&nbsp;16.&nbsp;&nbsp; <br/>&nbsp;Chapter 47 Vector autoregressions and cointegration<br/>Pages 2843-2915<br/>Mark W. Watson<br/>&nbsp;<br/>&nbsp;17.&nbsp;&nbsp; <br/>&nbsp;Chapter 48 Aspects of modelling nonlinear time series<br/>Pages 2917-2957<br/>Timo Ter&auml;svirta, Dag Tj&oslash;stheim and Clive W.J. Granger<br/>&nbsp;<br/>&nbsp;18.&nbsp;&nbsp; <br/>&nbsp;Chapter 49 Arch models<br/>Pages 2959-3038<br/>Tim Bollerslev, Robert F. Engle and Daniel B. Nelson<br/>&nbsp;<br/>&nbsp;19.&nbsp;&nbsp; <br/>&nbsp;Chapter 50 State-space models<br/>Pages 3039-3080<br/>James D. Hamilton<br/>&nbsp;<br/>&nbsp;20.&nbsp;&nbsp; <br/>&nbsp;Chapter 51 Structural estimation of markov decision processes<br/>Pages 3081-3143<br/>John Rust<br/>&nbsp;</p><p>
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