What is included with this book?
Specification Errors in Limited Dependent Variable Models | |
The Optimality of Extended Score Tests With Applications to Testing for a Moving Average Unit Root | |
Score Diagnostics for Linear Models Estimated by Two Stage Least Squares | |
Asymptotic Expansions in Statisics: A Review of Methods and Applications | |
An Asymptotic Expansion for the Distribution of Test Criteria Which Are Asymptotically Distributed as Chi-Squared Under Contiguous Alternatives | |
Estimation in Semiparametric Models | |
Pooling Nonparametric Estimates of Regression Functions with a Similar Shape | |
On the Theory of Testing Covariance Stationarity Under Moment Condition Failure | |
Pattern Identification of ARMA Models | |
Convergence Rates for Series Estimators | |
Generalized Least Squares with Nonnormal Errors | |
Factor Analysis Under More General Conditions with Reference to Heteroskedasticity of Unknown Form | |
Inference in Factor Models | |
Expectations: Are They Rational, Adaptive or Naive? | |
Some Hypotheses About the Time Series Behaviour of Commodity Prices | |
A Review of the Derivation and Calculation of Rao Distances with an Application to Portfolio Theory | |
Table of Contents provided by Publisher. All Rights Reserved. |
The New copy of this book will include any supplemental materials advertised. Please check the title of the book to determine if it should include any access cards, study guides, lab manuals, CDs, etc.
The Used, Rental and eBook copies of this book are not guaranteed to include any supplemental materials. Typically, only the book itself is included. This is true even if the title states it includes any access cards, study guides, lab manuals, CDs, etc.