Florens, Jean-Pierre, Marimoutou, V., Peguin-Feissolle, A. 　著

内容

目次

Part I. Statistical Methods: 1. Statistical models; 2. Sequential modelsand asymptotics; 3. Estimation by maximization and by the method of moments;4. Asymptotic tests; 5. Nonparametric methods; 6. Simulation methods; PartII. Regression Models: 7. Conditional expectation; 8. Univariate regression;9. Generalized least squares method, heteroskedasticity, and multivariateregression; 10. Nonparametric estimation of the regression; 11. Discretevariables and partially observed models; Part III. Dynamic Models: 12.Stationary dynamic models; 13. Nonstationary processes and cointegration; 14.Models for conditional variance; 15. Nonlinear dynamic models; Part IV.Structural Modeling: 16. Identification and over identification in structuralmodeling; 17. Simultaneity; 18. Models with unobservable variables.