skip to content
Handbook of applied econometrics and statistical inference Preview this item
ClosePreview this item
Checking...

Handbook of applied econometrics and statistical inference

Author: Aman Ullah; Alan T K Wan; Anoop Chaturvedi
Publisher: New York, N.Y. : Marcel Dekker, ©2002.
Series: Statistics, textbooks and monographs, v. 165.
Edition/Format:   Print book : EnglishView all editions and formats
Database:WorldCat
Summary:

Summarizing developments and techniques in the field, this work covers sample surveys, nonparametric analysis, hypothesis testing, time series analysis, Bayesian inference, and distribution theory  Read more...

Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

 

Find a copy online

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Genre/Form: Aufsatzsammlung
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Aman Ullah; Alan T K Wan; Anoop Chaturvedi
ISBN: 058541789X 9780585417899 0824706528 9780824706524
OCLC Number: 48761444
Description: xxii, 718 pages : illustrations ; 24 cm.
Contents: Selected Publications of V.K. Srivastava xix --
Part 1 Statistical Inference and Sample Design --
1. Bayesian Inference Using Conditionally Specified Priors / Barry C. Arnold, Enrique Castillo, Jose Maria Sarabia 1 --
2. Approximate Confidence Regions for Minimax-Linear Estimators / Helge Toutenburg, A. Fieger, Burkhard Schaffrin 27 --
3. 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 / 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 / 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 --
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 --
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 / 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 / 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 --
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 --
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 / 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 / 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 --
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 --
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 / Baldev Raj 687.
Series Title: Statistics, textbooks and monographs, v. 165.
Responsibility: edited by Aman Ullah, Alan T.K. Wan, Anoop Chaturvedi.
More information:

Reviews

Editorial reviews

Publisher Synopsis

"summarizes the latest developments and techniques in the field of applied econometrics and statistical inference.consolidated and comprehensive." -Analele Stiintifice Promo Copy

 
User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/48761444> # Handbook of applied econometrics and statistical inference
    a schema:CreativeWork, schema:Book ;
   library:oclcnum "48761444" ;
   library:placeOfPublication <http://experiment.worldcat.org/entity/work/data/864116210#Place/new_york_n_y> ; # New York, N.Y.
   library:placeOfPublication <http://id.loc.gov/vocabulary/countries/nyu> ;
   schema:about <http://experiment.worldcat.org/entity/work/data/864116210#Topic/statistische_schlussweise> ; # Statistische Schlussweise
   schema:about <http://id.worldcat.org/fast/901574> ; # Econometrics
   schema:about <http://experiment.worldcat.org/entity/work/data/864116210#Topic/okonometrie> ; # Ökonometrie
   schema:about <http://experiment.worldcat.org/entity/work/data/864116210#Topic/inferenzstatistik> ; # Inferenzstatistik
   schema:about <http://experiment.worldcat.org/entity/work/data/864116210#Topic/okometrie> ; # Ökometrie
   schema:about <http://id.worldcat.org/fast/901567> ; # Econometric models
   schema:about <http://dewey.info/class/330.015195/e21/> ;
   schema:about <http://experiment.worldcat.org/entity/work/data/864116210#Topic/statistische_methoden> ; # Statistische methoden
   schema:about <http://experiment.worldcat.org/entity/work/data/864116210#Topic/statistik> ; # Statistik
   schema:about <http://id.worldcat.org/fast/1132103> ; # Statistics
   schema:bookFormat bgn:PrintBook ;
   schema:contributor <http://viaf.org/viaf/85277449> ; # Alan T. K. Wan
   schema:contributor <http://experiment.worldcat.org/entity/work/data/864116210#Person/ullah_aman> ; # Aman Ullah
   schema:contributor <http://viaf.org/viaf/45249616> ; # Anoop Chaturvedi
   schema:copyrightYear "2002" ;
   schema:datePublished "2002" ;
   schema:exampleOfWork <http://worldcat.org/entity/work/id/864116210> ;
   schema:genre "Aufsatzsammlung"@en ;
   schema:inLanguage "en" ;
   schema:isPartOf <http://experiment.worldcat.org/entity/work/data/864116210#Series/statistics_textbooks_and_monographs> ; # Statistics, textbooks and monographs ;
   schema:name "Handbook of applied econometrics and statistical inference"@en ;
   schema:productID "48761444" ;
   schema:publication <http://www.worldcat.org/title/-/oclc/48761444#PublicationEvent/new_york_n_y_marcel_dekker_2002> ;
   schema:publisher <http://experiment.worldcat.org/entity/work/data/864116210#Agent/marcel_dekker> ; # Marcel Dekker
   schema:url <http://link.library.utoronto.ca/eir/EIRdetail.cfm?Resources__ID=381860&T=F> ;
   schema:url <http://www.crcnetbase.com/isbn/9780203911075> ;
   schema:url <http://link.library.utoronto.ca/eir/EIRdetail.cfm?Resources__ID=1053389&T=F> ;
   schema:url <http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=71141> ;
   schema:url <http://link.library.utoronto.ca/eir/EIRdetail.cfm?Resources__ID=761120&T=F> ;
   schema:workExample <http://worldcat.org/isbn/9780824706524> ;
   schema:workExample <http://worldcat.org/isbn/9780585417899> ;
   wdrs:describedby <http://www.worldcat.org/title/-/oclc/48761444> ;
    .


Related Entities

<http://experiment.worldcat.org/entity/work/data/864116210#Person/ullah_aman> # Aman Ullah
    a schema:Person ;
   schema:familyName "Ullah" ;
   schema:givenName "Aman" ;
   schema:name "Aman Ullah" ;
    .

<http://experiment.worldcat.org/entity/work/data/864116210#Series/statistics_textbooks_and_monographs> # Statistics, textbooks and monographs ;
    a bgn:PublicationSeries ;
   schema:hasPart <http://www.worldcat.org/oclc/48761444> ; # Handbook of applied econometrics and statistical inference
   schema:name "Statistics, textbooks and monographs ;" ;
    .

<http://experiment.worldcat.org/entity/work/data/864116210#Topic/statistische_methoden> # Statistische methoden
    a schema:Intangible ;
   schema:name "Statistische methoden"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/864116210#Topic/statistische_schlussweise> # Statistische Schlussweise
    a schema:Intangible ;
   schema:name "Statistische Schlussweise"@en ;
    .

<http://id.worldcat.org/fast/1132103> # Statistics
    a schema:Intangible ;
   schema:name "Statistics"@en ;
    .

<http://id.worldcat.org/fast/901567> # Econometric models
    a schema:Intangible ;
   schema:name "Econometric models"@en ;
    .

<http://id.worldcat.org/fast/901574> # Econometrics
    a schema:Intangible ;
   schema:name "Econometrics"@en ;
    .

<http://viaf.org/viaf/45249616> # Anoop Chaturvedi
    a schema:Person ;
   schema:birthDate "1954" ;
   schema:familyName "Chaturvedi" ;
   schema:givenName "Anoop" ;
   schema:name "Anoop Chaturvedi" ;
    .

<http://viaf.org/viaf/85277449> # Alan T. K. Wan
    a schema:Person ;
   schema:birthDate "1966" ;
   schema:familyName "Wan" ;
   schema:givenName "Alan T. K." ;
   schema:name "Alan T. K. Wan" ;
    .

<http://worldcat.org/isbn/9780585417899>
    a schema:ProductModel ;
   schema:isbn "058541789X" ;
   schema:isbn "9780585417899" ;
    .

<http://worldcat.org/isbn/9780824706524>
    a schema:ProductModel ;
   schema:isbn "0824706528" ;
   schema:isbn "9780824706524" ;
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.