Advances in Econometrics and Quantitative Economics Essays in Honor of Professor C.R. Rao
by Maddala, G. S.; Srinivasan, T. N.; Phillips, Peter C. B.Edition: 1st
Format: Hardcover
Pub. Date: 1995-07-05
Publisher(s): Wiley-Blackwell
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Summary
Advances in Econometrics and Quantitative Economics is a comprehensive guide to the statistical methods used in econometrics and quantitative economics. Bringing together contributions from those acknowledged to be amongst the world's leading econometricians and statisticians this volume covers topics such as: * Semiparametric and non-parametric interference.* Multivariate analysis.* Diagnostic tests.* Time series behavior of commodity prices.* Applications of Edgeworth expansions and quantitative methods in development economics. The book is dedicated to Professor C. R. Rao, whose unique contribution to the subject has influenced econometricians for many years.
Author Biography
G. S. Maddala (Ph.D. Chicago, 1963) is currently a University Eminent Scholar at the Ohio State University. He is a Fellow of the Econometric Society.
Table of Contents
| 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. |
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