Advances in Econometrics and Quantitative Economics
Essays in Honor of Professor C.R. Rao
1st Edition
Published on 19. May 1995
Book
Hardback
528 pages
978-1-55786-382-9 (ISBN)
Description
A comprehensive guide to the statistical methods used in economics and quantitative economics. Acknowledged experts cover topics such as: * Semiparametic and non-parametic interference * Time series behaviour of commodity prices * Applications of Edgeworth expansions and quantitative methods in development economics.
More details
Language
English
Place of publication
Hoboken
United Kingdom
Publishing group
John Wiley and Sons Ltd
Target group
College/higher education
Professional and scholarly
Dimensions
Height: 250 mm
Width: 200 mm
Thickness: 15 mm
Weight
907 gr
ISBN-13
978-1-55786-382-9 (9781557863829)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Persons
G. S. Maddala is a University Eminent Scholar at the Ohio State University. Peter C. B. Phillips is Sterling Professor of Economics and Statistics at Yale University.
T. N. Srinivasan is Samuel C. Park Jr. Professor of Economics at Yale University, all USA.
T. N. Srinivasan is Samuel C. Park Jr. Professor of Economics at Yale University, all USA.
Content
1. Specification Errors in Limited Dependent Variable Models: G. S. Maddala (Ohio State University). 2. The Optimality of Extended Score Tests With Applications to Testing for a Moving Average Unit Root: K. Tanaka (Hitotsubashi University).
3. Score Diagnostics for Linear Models Estimated by Two Stage Least Squares: J. M. Woolridge (Michigan State University).
4. Asymptotic Expansions in Statisics: A Review of Methods and Applications: R. N. Bhattacharya and M. L. Puri (Both Indiana University).
5. An Asymptotic Expansion for the Distribution of Test Criteria Which Are Asymptotically Distributed as Chi-Squared Under Contiguous Alternatives: A. Holly and L. Gardiol (Both Universite de Lausanne).
6. Estimation in Semiparametric Models: O. Linton (Yale University).
7. Pooling Nonparametric Estimates of Regression Functions with a Similar Shape: C. A. P. Pinkse and P. M. Robinson (University of British Columbia and London School of Economics).
8. On the Theory of Testing Covariance Stationarity Under Moment Condition Failure: Peter C. B. Phillips and Mico Lorentan (Yale University and University of Wisconsin).
9. Pattern Identification of ARMA Models: T. W. Anderson (Stanford University).
10. Convergence Rates for Series Estimators: W. K. Newey (Massachusetts Institute of Technology).
11. Generalized Least Squares with Nonnormal Errors: C. L. Cavanagh and T. J. Rotherberg (Columbia University and University of California at Berkeley).
12. Factor Analysis Under More General Conditions with Reference to Heteroskedasticity of Unknown Form: John G. Cragg and Stephen G. Donald (University of British Columbia and Boston University).
13. Inference in Factor Models: Christian Gourieroux, A. Monfort and E. Renault (CRES, CREST, and Universite des Sciences Sociales).
14. Expectations: Are They Rational, Adaptive or Naive?: Marc Nerlove and T. Schuerman (University of Maryland and AT & T Bell Laboratories).
15. Some Hypotheses About the Time Series Behaviour of Commodity Prices: P. K. Trivedi (Indiana University).
16. A Review of the Derivation and Calculation of Rao Distances with an Application to Portfolio Theory: U. Jensen (Christian-Albrechts Universitat).
3. Score Diagnostics for Linear Models Estimated by Two Stage Least Squares: J. M. Woolridge (Michigan State University).
4. Asymptotic Expansions in Statisics: A Review of Methods and Applications: R. N. Bhattacharya and M. L. Puri (Both Indiana University).
5. An Asymptotic Expansion for the Distribution of Test Criteria Which Are Asymptotically Distributed as Chi-Squared Under Contiguous Alternatives: A. Holly and L. Gardiol (Both Universite de Lausanne).
6. Estimation in Semiparametric Models: O. Linton (Yale University).
7. Pooling Nonparametric Estimates of Regression Functions with a Similar Shape: C. A. P. Pinkse and P. M. Robinson (University of British Columbia and London School of Economics).
8. On the Theory of Testing Covariance Stationarity Under Moment Condition Failure: Peter C. B. Phillips and Mico Lorentan (Yale University and University of Wisconsin).
9. Pattern Identification of ARMA Models: T. W. Anderson (Stanford University).
10. Convergence Rates for Series Estimators: W. K. Newey (Massachusetts Institute of Technology).
11. Generalized Least Squares with Nonnormal Errors: C. L. Cavanagh and T. J. Rotherberg (Columbia University and University of California at Berkeley).
12. Factor Analysis Under More General Conditions with Reference to Heteroskedasticity of Unknown Form: John G. Cragg and Stephen G. Donald (University of British Columbia and Boston University).
13. Inference in Factor Models: Christian Gourieroux, A. Monfort and E. Renault (CRES, CREST, and Universite des Sciences Sociales).
14. Expectations: Are They Rational, Adaptive or Naive?: Marc Nerlove and T. Schuerman (University of Maryland and AT & T Bell Laboratories).
15. Some Hypotheses About the Time Series Behaviour of Commodity Prices: P. K. Trivedi (Indiana University).
16. A Review of the Derivation and Calculation of Rao Distances with an Application to Portfolio Theory: U. Jensen (Christian-Albrechts Universitat).