内容

目次

Econometric Theory. Large sample estimation and hypothesis testing (W.K.Newey, D. McFadden). Empirical process methods in econometrics (D.W.K.Andrews). Applied nonparametric methods (W. Hardle, O. Linton). Methodologyand theory for the bootstrap (P. Hall). Classical estimation methods for LDVmodels using simulation (V.A. Hajivassiliou, P.A. Ruud). Estimation ofsemiparametric models (J.L. Powell). Restrictions of economic theory innonparametric methods (R.L. Matzkin). Analog estimation of econometric models(C.F. Manski). Testing non-nested hypotheses (C. Goureirorux, A. Monfort).Theory and Methods for Dependent Processes. Estimation and inference fordependent processes (J.M. Wooldridge). Unit roots, structural breaks andtrends (J.H. Stock). Vector autoregressions and cointegration (M.W. Watson).Aspects of modelling nonlinear time series (T. Terasverta, D. Tjostheim,C.W.J. Granger). ARCH models (T. Bollerslev, R.F. Engle, D.B. Nelson).State-space models (J.D. Hamilton). Structural estimation of Markov decisionprocesses (J. Rust).