The Refinement of Econometric Estima...
Phillips, Garry D. A.

FindBook      Google Book      Amazon      博客來     
  • The Refinement of Econometric Estimation and Test Procedures : = Finite Sample and Asymptotic Analysis.
  • 紀錄類型: 書目-電子資源 : Monograph/item
    正題名/作者: The Refinement of Econometric Estimation and Test Procedures :/
    其他題名: Finite Sample and Asymptotic Analysis.
    作者: Phillips, Garry D. A.
    其他作者: Tzavalis, Elias.
    出版者: Leiden :Cambridge University Press, : 2007.,
    面頁冊數: 419 p.
    內容註: Cover; Half-title; Title; Copyright; Dedication; Contents; List of figures; List of tables; List of contributors; Preface; Acknowledgements; Michael Magdalinos 1949-2002; Introduction; 1 Conditional Heteroskedasticity Models with Pearson Family Disturbances; 2 The Instrumental Variables Method Revisited: On the Nature and Choice of Optimal Instruments; 3 Nagar-Type Moment Approximations in Simultaneous Equation Models: Some Further Results; 4 Local GEL Methods for Conditional Moment Restrictions; 5 Limit Theory for Moderate Deviations from a Unit Root under Weak Dependence
    內容註: 6 The Structure of Multiparameter Tests7 Cornish-Fisher Size Corrected t and F Statistics for the Linear Regression Model with Heteroscedastic Errors; 8 Non-Parametric Specification Testing of Non-Nested Econometric Models; 9 Testing for Autocorrelation in Systems of Equations; 10 Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling Asset Returns; 11 Judgi
    標題: Econometrics. -
    電子資源: http://dx.doi.org/10.1017/CBO9780511493157Click here to view book
    ISBN: 9780511493157 (electronic bk.)
館藏地:  出版年:  卷號: 
館藏
  • 1 筆 • 頁數 1 •
 
W9170074 電子資源 11.線上閱覽_V 電子書 EB HB139 .R44 2007eb 一般使用(Normal) 在架 0
  • 1 筆 • 頁數 1 •
多媒體
評論
Export
取書館
 
 
變更密碼
登入