5837 results in Econometrics and mathematical methods
4 - Local GEL Methods for Conditional Moment Restrictions
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List of figures
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Acknowledgements
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1 - Conditional Heteroskedasticity Models with Pearson Disturbances
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8 - Non-Parametric Specification Testing of Non-Nested Econometric Models
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3 - Nagar-Type Moment Approximations in Simultaneous Equation Models: Some Further Results
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5 - Limit Theory for Moderate Deviations From a Unit Root Under Weak Dependence
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11 - Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models
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7 - Cornish-Fisher Size Corrected t and F Statistics for the Linear Regression Model with Heteroscedastic Errors
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List of tables
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12 - A Statistical Proof of the Transformation Theorem
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13 - On the Joint Density of the Sum and Sum of Squares of Non-Negative Random Variables
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References
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The Refinement of Econometric Estimation and Test Procedures
- Finite Sample and Asymptotic Analysis
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Introduction
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10 - Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling Asset Returns
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Index
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2 - The Instrumental Variables Method Revisited: On the Nature and Choice of Optimal Instruments
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List of contributors
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Frontmatter
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