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Advanced econometrics : a bridge to the literature

Author: Edward Greenberg; Charles E Webster
Publisher: New York (N.Y.) : Wiley, ©1983.
Series: Wiley series in probability and mathematical statistics., Applied probability and statistics.
Edition/Format:   Print book : EnglishView all editions and formats
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Document Type: Book
All Authors / Contributors: Edward Greenberg; Charles E Webster
ISBN: 0471090778 9780471090779
OCLC Number: 892231981
Description: XIII, 344 p. : gràf
Contents: TOPICS IN LARGE SAMPLE THEORY AND APPROXIMATION METHODS. A Review of Asymptotic Distribution Theory and Maximum Likelihood Estimation. Methods of Approximating Distribution Functions, Density Functions, and Moments. TOPICS IN TIME SERIES ANALYSIS. An Introduction to Time Series Analysis. Identification, Estimation, and Prediction in Time Series Models. The Relationship Between Time Series Models and Econometric Models. TOPICS IN ESTIMATION UNDER A QUADRATIC LOSS CRITERION. Introduction to Estimation Under a Quadratic Loss Function. James-Stein Estimators and Applications to Regression. Preliminary Test and Other Estimators Under a Quadratic Loss Function. TOPICS IN SIMULTANEOUS EQUATION THEORY. The Identification Problem. The Special Case of Two Included Endogenous Variables: Distribution Theory and Moments. Moments and Distributions in General Cases. Appendixes. Index.
Series Title: Wiley series in probability and mathematical statistics., Applied probability and statistics.
Responsibility: Edward Grenberg, Charles E. Webster, Jr.

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