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Asymptotic theory for econometricians Halbert White
Publisher: AP

Http://bbs.jjxj.org/thread-81280-1-1.html. Nonnested Hypothesis Testing: An Overview 14. Advanced Lectures in Mathematics, Vol. Christian Gourieroux, Alain Monfort, Quang Vuong , “Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and. This recent theoretical literature has built on, and combined features of, earlier work in both the statistics and econo- metrics literatures. Asymptotic Theory for Econometricians. York: Cambridge University Press. Further, unlike the Durlauf-Johnson Regression Tree approach (Durlauf and Johnson, 1995), Hansen's methodology provides the necessary asymptotic theory to enable tests for the statistical significance of the number of thresholds. Asymptotic Theory in Probability and Statistics with Applications Edited by. Volume I of the Palgrave Handbook of Econometrics covers developments in theoretical econometrics, including essays on the methodology and history of econometrics, developments in time-series and cross-section econometrics, modelling with integrated variables, Bayesian econometrics, simulation methods and a selection of special topics. Serfling; Asymptotic Theory for Econometricians: Revised Edition (Academic Press) By Halbert White; A Course in Large Sample Theory (Chapman & Hall/CRC) By Thomas S. Thus Asymptotic Theory for Least Squares 7. Measurement Error and Latent Variables 9. Statistical Inference 2e - George Casella, Roger L. Estimation, Inference and Specification Analysis. "[T]here are several aspects of the quantitative approach to economics, and no single one of these aspects, taken by itself, should be confounded with econometrics. Generalized Method of Moments 12. In the last two decades, much research has been done on the econometric and statistical analysis of the effects of such programs or treatments. Basic Elements of Asymptotic Theory 11. Statistical Foundations of Econometric Modelling http://bbs.jjxj.org/thread-30929-1-1.html.