Book contents
- Frontmatter
- 1 Specification testing in dynamic models
- 2 Specification tests: an overview
- 3 Kernel estimators of regression functions
- 4 Identification and consistency in semi-nonparametric regression
- 5 On econometric models with rational expectations
- 6 Calculating asset prices in three example economies
- 7 The Kalman filter: applications to forecasting and rational-expectations models
- 8 Applications of the Kalman filter in econometrics
Frontmatter
Published online by Cambridge University Press: 05 January 2013
- Frontmatter
- 1 Specification testing in dynamic models
- 2 Specification tests: an overview
- 3 Kernel estimators of regression functions
- 4 Identification and consistency in semi-nonparametric regression
- 5 On econometric models with rational expectations
- 6 Calculating asset prices in three example economies
- 7 The Kalman filter: applications to forecasting and rational-expectations models
- 8 Applications of the Kalman filter in econometrics
Summary
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- Type
- Chapter
- Information
- Advances in EconometricsFifth World Congress, pp. i - viiiPublisher: Cambridge University PressPrint publication year: 1987