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Two - Formulation and Analysis of Parametric and Semiparametric Linear Models

from Part I - Traditional Parametric and Semiparametric Econometric Models: Estimation and Inference

Published online by Cambridge University Press:  05 June 2012

George G. Judge  and
Ron C. Mittelhammer
George G. Judge
Affiliation:
University of California, Berkeley
Ron C. Mittelhammer
Affiliation:
Washington State University
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An Information Theoretic Approach to Econometrics , pp. 7 - 35
Publisher: Cambridge University Press
Print publication year: 2011

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References

Amemiya, T 1985 Advanced EconometricsCambridge, MAHarvard University PressGoogle Scholar
Bunke, HBunke, O 1986 Statistical Inference in Linear ModelsNew York: WileyGoogle Scholar
Huber, P. J 1981 Robust StatisticsNew YorkJohn Wiley and SonsCrossRefGoogle Scholar
Lehmann, ECasella, G 1998 Theory of Point EstimationNew YorkSpringer-VerlagGoogle Scholar
McCullagh, PNelder, J. A 1989 Generalized Linear ModelsLondonChapman and HallCrossRefGoogle Scholar
Mittelhammer, R. C 1996 Mathematical Statistics for Economics and BusinessNew YorkSpringer-VerlagCrossRefGoogle Scholar
Mittelhammer, RJudge, GMiller, D 2000 Econometric FoundationsNew YorkCambridge University PressGoogle Scholar
Newey, W. KMcFadden, D 1994 2111
Van Der Vaart, A. W 1998 Asymptotic StatisticsCambridgeCambridge University PressCrossRefGoogle Scholar
White, H 1984 Asymptotic Theory for EconometriciansOrlando, FLAcademic PressGoogle Scholar

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