Nonlinear Statistical Modeling de Cheng Hsiao

Nonlinear Statistical Modeling: Proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics: Essays in Honor of Takeshi Amemiya: International Symposia in Economic Theory and Econometrics, cartea 13

Cheng Hsiao

Kimio Morimune

James L. Powell

en Limba Engleză Paperback – 16 feb 2011

This collection brings together important contributions by leading econometricians on (i) parametric approaches to qualitative and sample selection models, (ii) nonparametric and semi-parametric approaches to qualitative and sample selection models, and (iii) nonlinear estimation of cross-sectional and time series models. The advances achieved here can have important bearing on the choice of methods and analytical techniques in applied research.

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	Preț	Express
Paperback (1)	465^.89 lei 6-8 săpt.
Cambridge University Press – 16 feb 2011	465^.89 lei 6-8 săpt.
Hardback (1)	1019^.73 lei 6-8 săpt.
Cambridge University Press – 7 ian 2001	1019^.73 lei 6-8 săpt.

Preț

Express

Paperback (1)

465^.89 lei 6-8 săpt.

Cambridge University Press – 16 feb 2011

465^.89 lei 6-8 săpt.

Hardback (1)

1019^.73 lei 6-8 săpt.

Cambridge University Press – 7 ian 2001

1019^.73 lei 6-8 săpt.

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Cuprins

Series Editor's preface; Editors' introduction; Contributors; 1. Local instrumental variables James J. Heckman and Edward J. Vytlacil; 2. Empirically relevant power comparisons for limited-dependent-variable models Nathan E. Savin and Allan H. Würtz; 3. Simulation estimation of Polychotomous-choice sample selection models Lung-fei Lee; 4. A new approach to the attrition problem in longitudinal studies Keunkwan Ryu; 5. Semiparametric estimation for left-censored duration models Fumihiro Goto; 6. Semiparametric estimation of censored selection models James L. Powell; 7. Studentization in Edgeworth expansions for estimates of semiparametric index models Y. Nishiyama and P. M. Robinson; 8. Nonparametric identification under response-based sampling Charles F. Manski; 9. On selecting regression variables to maximize their significance Daniel McFadden; 10. Using information on the moments of disturbances to increase the efficiency of estimation Thomas E. MaCurdy; 11. Minimal conditions for weak convergence of the sample standarized spectral distribution function T. W. Anderson and Linfeng You; 12. Unit root tests for time series with a structural break when the break point is known Helmut Lütkepohl, Christian Müller and Pentti Saikkonen; 13. Power comparisons of the discontinuous trend unit root tests Kimio Morimune and Mitsuru Nakagawa; 14. On simultaneous switching autoregressive model Naoto Kunitomo and Seisho Sato; 15. Some econometrics of scarring Tony Lancaster; 16. A censored switching regression approach to evaluating the effect of sunk costs and firm-level disequilibrium on export performance Seung-Jae Yhee, J. B. Nugent and Cheng Hsiao; Curriculum vitae of Takeshi Amemiya; Index.