The Resource Handbook of applied econometrics and statistical inference, edited by Aman Ullah, Alan T.K. Wan, Anoop Chaturvedi

Handbook of applied econometrics and statistical inference, edited by Aman Ullah, Alan T.K. Wan, Anoop Chaturvedi

Label
Handbook of applied econometrics and statistical inference
Title
Handbook of applied econometrics and statistical inference
Statement of responsibility
edited by Aman Ullah, Alan T.K. Wan, Anoop Chaturvedi
Contributor
Subject
Genre
Language
eng
Member of
Cataloging source
DLC
Illustrations
illustrations
Index
index present
LC call number
HB139
LC item number
.H353 2002
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorDate
  • 1966-
  • 1954-
http://library.link/vocab/relatedWorkOrContributorName
  • Ullah, Aman
  • Wan, Alan T. K.
  • Chaturvedi, Anoop
http://library.link/vocab/subjectName
  • Econometrics
  • Econometric models
  • Statistics
  • Statistische methoden
  • Econometric models
  • Econometrics
  • Statistics
  • Statistische methoden
  • Inferenzstatistik
  • Statistik
  • Ökonometrie
Label
Handbook of applied econometrics and statistical inference, edited by Aman Ullah, Alan T.K. Wan, Anoop Chaturvedi
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
  • 2.
  • Koichi Maekawa, Hiroyuki Hisamatsu
  • 469
  • Part 6
  • Estimation and Inference in Econometric Models
  • 23.
  • Estimation Systems of Stochastic Coefficients Regressions When Some of the Observations Are Missing
  • Gordon Fisher, Marcel-Christian Voia
  • 491
  • 24.
  • Efficiency Considerations in the Negative Exponential Failure Time Model
  • Approximate Confidence Regions for Minimax-Linear Estimators
  • John L. Knight, Stephen E. Satchell
  • 513
  • 25.
  • On Specifying Double-Hurdle Models
  • Murray D. Smith
  • 535
  • 26.
  • Econometric Applications of Generalized Estimating Equations for Panel Data and Extensions to Inference
  • H.D. Vinod
  • 553
  • Helge Toutenburg, A. Fieger, Burkhard Schaffrin
  • 27.
  • Sample Size Requirements for Estimation in SUR Models
  • William E. Griffiths, Christopher L. Skeels, Duangkamon Chotikapanich
  • 575
  • Part 7
  • Applied Econometrics
  • 28.
  • Semiparametric Panel Data Estimation: An Application to Immigrants' Homelink Effect on U.S. Producer Trade Flows
  • Aman Ullah, Kusum Mundra
  • 591
  • 27
  • 29.
  • Weighting Socioeconomic Indicators of Human Development: A Latent Variable Approach
  • A.L. Nagar, Sudip Ranjan Basu
  • 609
  • 30.
  • A Survey of Recent Work on Identification, Estimation, and Testing of Structural Auction Models
  • Samita Sareen
  • 643
  • 31.
  • Asymmetry of Business Cycles: The Markov-Switching Approach
  • 3.
  • Baldev Raj
  • 687
  • On Efficiently Estimable Parametric Functionals in the General Linear Model with Nuisance Parameters
  • Pawel R. Pordzik, Gotz Trenkler
  • 45
  • 4.
  • Estimation under LINEX Loss Function
  • Selected Publications of V.K. Srivastava
  • Ahmad Parsian, S.N.U.A. Kirmani
  • 53
  • 5.
  • Design of Sample Surveys across Time
  • Subir Ghosh
  • 77
  • Part 2
  • Nonparametric Estimation and Testing
  • 6.
  • Kernel Estimation in a Continuous Randomized Response Model
  • xix
  • Ibrahim A. Ahmad
  • 97
  • 7.
  • Index-Free, Density-Based Multinomial Choice
  • Jeffrey S. Racine
  • 115
  • 8.
  • Censored Additive Regression Models
  • R.S. Singh, Xuewen Lu
  • 143
  • Part 1
  • 9.
  • Improved Combined Parametric and Nonparametric Regressions: Estimation and Hypothesis Testing
  • Mezbahur Rahman, Aman Ullah
  • 159
  • Part 3
  • Hypothesis Testing
  • 10.
  • Neyman's Smooth Test and Its Applications in Econometrics
  • Anil K. Bera, Aurobindo Ghosh
  • 177
  • Statistical Inference and Sample Design
  • 11.
  • Computing the Distribution of a Quadratic Form in Normal Variables
  • R.W. Farebrother
  • 231
  • 12.
  • Improvements to the Wald Test
  • Maxwell L. King, Kim-Leng Goh
  • 251
  • 13.
  • On the Sensitivity of the t-Statistic
  • 1.
  • Jan R. Magnus
  • 277
  • Part 4
  • Pretest and Biased Estimation
  • 14.
  • Preliminary-Test and Bayes Estimation of a Location Parameter under "Reflected Normal" Loss
  • David E.A. Giles
  • 287
  • 15.
  • MSE Performance of the Double k-Class Estimator of Each Individual Regression Coefficient under Multivariate t-Errors
  • Bayesian Inference Using Conditionally Specified Priors
  • Akio Namba, Kazuhiiro Ohtani
  • 305
  • 16.
  • Effects of a Trended Regressor on the Efficiency Properties of the Least-Squares and Stein-Rule Estimation of Regression Coefficients
  • Shalabh
  • 327
  • 17.
  • Endogeneity and Biased Estimation under Squared Error Loss
  • Ron C. Mittelhammer, George G. Judge
  • 347
  • Barry C. Arnold, Enrique Castillo, Jose Maria Sarabia
  • Part 5
  • Time Series Analysis
  • 18.
  • Testing for Two-Step Granger Noncausality in Trivariate VAR Models
  • Judith A. Giles
  • 371
  • 19.
  • Measurement of the Quality of Autoregressive Approximation, with Econometric Applications
  • John W. Galbraith, Victoria Zinde-Walsh
  • 401
  • 1
  • 20.
  • Bayesian Inference of a Dynamic Linear Model with Edgeworth Series Disturbances
  • Anoop Chaturvedi, Alan T.K. Wan, Guohua Zou
  • 423
  • 21.
  • Determining an Optimal Window Size for Modeling Volatility
  • Xavier Chee Hoong Yew, Michael McAleer, Shiqing Ling
  • 443
  • 22.
  • SUR Models with Integrated Regressors
Dimensions
24 cm.
Extent
xxii, 718 pages
Isbn
9780585417899
Lccn
2001059885
Media category
unmediated
Media MARC source
rdamedia
Media type code
n
Other physical details
illustrations
Specific material designation
remote
System control number
  • (OCoLC)48761444
  • (OCoLC)ocm48761444
Label
Handbook of applied econometrics and statistical inference, edited by Aman Ullah, Alan T.K. Wan, Anoop Chaturvedi
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
  • 2.
  • Koichi Maekawa, Hiroyuki Hisamatsu
  • 469
  • Part 6
  • Estimation and Inference in Econometric Models
  • 23.
  • Estimation Systems of Stochastic Coefficients Regressions When Some of the Observations Are Missing
  • Gordon Fisher, Marcel-Christian Voia
  • 491
  • 24.
  • Efficiency Considerations in the Negative Exponential Failure Time Model
  • Approximate Confidence Regions for Minimax-Linear Estimators
  • John L. Knight, Stephen E. Satchell
  • 513
  • 25.
  • On Specifying Double-Hurdle Models
  • Murray D. Smith
  • 535
  • 26.
  • Econometric Applications of Generalized Estimating Equations for Panel Data and Extensions to Inference
  • H.D. Vinod
  • 553
  • Helge Toutenburg, A. Fieger, Burkhard Schaffrin
  • 27.
  • Sample Size Requirements for Estimation in SUR Models
  • William E. Griffiths, Christopher L. Skeels, Duangkamon Chotikapanich
  • 575
  • Part 7
  • Applied Econometrics
  • 28.
  • Semiparametric Panel Data Estimation: An Application to Immigrants' Homelink Effect on U.S. Producer Trade Flows
  • Aman Ullah, Kusum Mundra
  • 591
  • 27
  • 29.
  • Weighting Socioeconomic Indicators of Human Development: A Latent Variable Approach
  • A.L. Nagar, Sudip Ranjan Basu
  • 609
  • 30.
  • A Survey of Recent Work on Identification, Estimation, and Testing of Structural Auction Models
  • Samita Sareen
  • 643
  • 31.
  • Asymmetry of Business Cycles: The Markov-Switching Approach
  • 3.
  • Baldev Raj
  • 687
  • On Efficiently Estimable Parametric Functionals in the General Linear Model with Nuisance Parameters
  • Pawel R. Pordzik, Gotz Trenkler
  • 45
  • 4.
  • Estimation under LINEX Loss Function
  • Selected Publications of V.K. Srivastava
  • Ahmad Parsian, S.N.U.A. Kirmani
  • 53
  • 5.
  • Design of Sample Surveys across Time
  • Subir Ghosh
  • 77
  • Part 2
  • Nonparametric Estimation and Testing
  • 6.
  • Kernel Estimation in a Continuous Randomized Response Model
  • xix
  • Ibrahim A. Ahmad
  • 97
  • 7.
  • Index-Free, Density-Based Multinomial Choice
  • Jeffrey S. Racine
  • 115
  • 8.
  • Censored Additive Regression Models
  • R.S. Singh, Xuewen Lu
  • 143
  • Part 1
  • 9.
  • Improved Combined Parametric and Nonparametric Regressions: Estimation and Hypothesis Testing
  • Mezbahur Rahman, Aman Ullah
  • 159
  • Part 3
  • Hypothesis Testing
  • 10.
  • Neyman's Smooth Test and Its Applications in Econometrics
  • Anil K. Bera, Aurobindo Ghosh
  • 177
  • Statistical Inference and Sample Design
  • 11.
  • Computing the Distribution of a Quadratic Form in Normal Variables
  • R.W. Farebrother
  • 231
  • 12.
  • Improvements to the Wald Test
  • Maxwell L. King, Kim-Leng Goh
  • 251
  • 13.
  • On the Sensitivity of the t-Statistic
  • 1.
  • Jan R. Magnus
  • 277
  • Part 4
  • Pretest and Biased Estimation
  • 14.
  • Preliminary-Test and Bayes Estimation of a Location Parameter under "Reflected Normal" Loss
  • David E.A. Giles
  • 287
  • 15.
  • MSE Performance of the Double k-Class Estimator of Each Individual Regression Coefficient under Multivariate t-Errors
  • Bayesian Inference Using Conditionally Specified Priors
  • Akio Namba, Kazuhiiro Ohtani
  • 305
  • 16.
  • Effects of a Trended Regressor on the Efficiency Properties of the Least-Squares and Stein-Rule Estimation of Regression Coefficients
  • Shalabh
  • 327
  • 17.
  • Endogeneity and Biased Estimation under Squared Error Loss
  • Ron C. Mittelhammer, George G. Judge
  • 347
  • Barry C. Arnold, Enrique Castillo, Jose Maria Sarabia
  • Part 5
  • Time Series Analysis
  • 18.
  • Testing for Two-Step Granger Noncausality in Trivariate VAR Models
  • Judith A. Giles
  • 371
  • 19.
  • Measurement of the Quality of Autoregressive Approximation, with Econometric Applications
  • John W. Galbraith, Victoria Zinde-Walsh
  • 401
  • 1
  • 20.
  • Bayesian Inference of a Dynamic Linear Model with Edgeworth Series Disturbances
  • Anoop Chaturvedi, Alan T.K. Wan, Guohua Zou
  • 423
  • 21.
  • Determining an Optimal Window Size for Modeling Volatility
  • Xavier Chee Hoong Yew, Michael McAleer, Shiqing Ling
  • 443
  • 22.
  • SUR Models with Integrated Regressors
Dimensions
24 cm.
Extent
xxii, 718 pages
Isbn
9780585417899
Lccn
2001059885
Media category
unmediated
Media MARC source
rdamedia
Media type code
n
Other physical details
illustrations
Specific material designation
remote
System control number
  • (OCoLC)48761444
  • (OCoLC)ocm48761444

Library Locations

  • African Studies LibraryBorrow it
    771 Commonwealth Avenue, 6th Floor, Boston, MA, 02215, US
    42.350723 -71.108227
  • Alumni Medical LibraryBorrow it
    72 East Concord Street, Boston, MA, 02118, US
    42.336388 -71.072393
  • Astronomy LibraryBorrow it
    725 Commonwealth Avenue, 6th Floor, Boston, MA, 02445, US
    42.350259 -71.105717
  • Fineman and Pappas Law LibrariesBorrow it
    765 Commonwealth Avenue, Boston, MA, 02215, US
    42.350979 -71.107023
  • Frederick S. Pardee Management LibraryBorrow it
    595 Commonwealth Avenue, Boston, MA, 02215, US
    42.349626 -71.099547
  • Howard Gotlieb Archival Research CenterBorrow it
    771 Commonwealth Avenue, 5th Floor, Boston, MA, 02215, US
    42.350723 -71.108227
  • Mugar Memorial LibraryBorrow it
    771 Commonwealth Avenue, Boston, MA, 02215, US
    42.350723 -71.108227
  • Music LibraryBorrow it
    771 Commonwealth Avenue, 2nd Floor, Boston, MA, 02215, US
    42.350723 -71.108227
  • Pikering Educational Resources LibraryBorrow it
    2 Silber Way, Boston, MA, 02215, US
    42.349804 -71.101425
  • School of Theology LibraryBorrow it
    745 Commonwealth Avenue, 2nd Floor, Boston, MA, 02215, US
    42.350494 -71.107235
  • Science & Engineering LibraryBorrow it
    38 Cummington Mall, Boston, MA, 02215, US
    42.348472 -71.102257
  • Stone Science LibraryBorrow it
    675 Commonwealth Avenue, Boston, MA, 02445, US
    42.350103 -71.103784
Processing Feedback ...