Y1 - 1997 4 by Robert F. Engle, Daniel L. McFadden. Description: This is the fourth volume of the Handbook of Econometrics. By continuing you agree to the use of cookies. ScienceDirect ® is a registered trademark of Elsevier B.V. ScienceDirect ® is a registered trademark of Elsevier B.V. https://doi.org/10.1016/S1573-4412(05)80001-7, Kenneth J. Arrow, Michael D. Intriligator, https://doi.org/10.1016/S1573-4412(05)80002-9, https://doi.org/10.1016/S1573-4412(05)80003-0, https://doi.org/10.1016/S1573-4412(05)80004-2, https://doi.org/10.1016/S1573-4412(05)80005-4, https://doi.org/10.1016/S1573-4412(05)80006-6, https://doi.org/10.1016/S1573-4412(05)80007-8, https://doi.org/10.1016/S1573-4412(05)80008-X, https://doi.org/10.1016/S1573-4412(05)80009-1, https://doi.org/10.1016/S1573-4412(05)80010-8, https://doi.org/10.1016/S1573-4412(05)80011-X, https://doi.org/10.1016/S1573-4412(05)80012-1, https://doi.org/10.1016/S1573-4412(05)80013-3, https://doi.org/10.1016/S1573-4412(05)80014-5, https://doi.org/10.1016/S1573-4412(05)80015-7, https://doi.org/10.1016/S1573-4412(05)80016-9, https://doi.org/10.1016/S1573-4412(05)80017-0, Timo Teräsvirta, Dag Tjøstheim, Clive W.J. The editors have delivered on the promises of this series as stated above. Chapters & Volumes. Even with 16 chapters and over a thousand pages, they admit there are topics to be covered in future volumes. Please try again. Actions for selected chapters. This shopping feature will continue to load items when the Enter key is pressed. Introduction to the Handbook of Computational Economics, Volume 4, Heterogeneous Agent Modeling. It examines models, estimation theory, data analysis and field applications in econometrics. The book thus reflects some of the ideas that have been most influential in mathematical economics since the appearance of the … Clear text. The assimilation of new techniques into the existing literature is generally superb. Menu. Granger, https://doi.org/10.1016/S1573-4412(05)80018-2, Tim Bollerslev, Robert F. Engle, Daniel B. Nelson, https://doi.org/10.1016/S1573-4412(05)80019-4, https://doi.org/10.1016/S1573-4412(05)80020-0, https://doi.org/10.1016/S1573-4412(05)80021-2, Part 10 - Theory and Methods for Dependent Processes, select article Introduction to the series, select article Chapter 36 Large sample estimation and hypothesis testing, Chapter 36 Large sample estimation and hypothesis testing, select article Chapter 37 Empirical process methods in econometrics, Chapter 37 Empirical process methods in econometrics, select article Chapter 38 Applied nonparametric methods, select article Chapter 39 Methodology and theory for the bootstrap, Chapter 39 Methodology and theory for the bootstrap, select article Chapter 40 Classical estimation methods for LDV models using simulation, Chapter 40 Classical estimation methods for LDV models using simulation, select article Chapter 41 Estimation of semiparametric models, Chapter 41 Estimation of semiparametric models, select article Chapter 42 Restrictions of economic theory in nonparametric methods, Chapter 42 Restrictions of economic theory in nonparametric methods, select article Chapter 43 Analog estimation of econometric models, Chapter 43 Analog estimation of econometric models, select article Chapter 44 Testing non-nested hypotheses, select article Chapter 45 Estimation and inference for dependent processes, Chapter 45 Estimation and inference for dependent processes, select article Chapter 46 Unit roots, structural breaks and trends, Chapter 46 Unit roots, structural breaks and trends, select article Chapter 47 Vector autoregressions and cointegration, Chapter 47 Vector autoregressions and cointegration, select article Chapter 48 Aspects of modelling nonlinear time series, Chapter 48 Aspects of modelling nonlinear time series, select article Chapter 50 State-space models, select article Chapter 51 Structural estimation of markov decision processes, Chapter 51 Structural estimation of markov decision processes.
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