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Readings in econometric theory and practice: a volume in honor of George Judge /

Contributor(s): Material type: TextTextLanguage: English Series: Contributions to Economic Analysis ; 209Publication details: Amsterdam : North-Holland, 1992.Edition: Edited by W. E. Griffiths, H. Lutkepohl, M.E. BockDescription: xi, 378 páginas : tablas, gráficas ; 23 cmContent type:
  • Texto
Media type:
  • Sin mediación
Carrier type:
  • Volumen
ISBN:
  • 0444895744
Subject(s): DDC classification:
  • 330.015195 R31 21
Other classification:
  • B23
Contents:
I. Pre-test and Stein-Rule estimation: 1. The effects of extrapolation on minimax Stein-Rule prediction / R. Carter Hill and Thomas B. Fomby ; 2. Risk and power for inequality pre-text estimators : general case in two dimensions / T. A. Yancey and Robert Bohrer ; 3. The exact distribution of a simple pre-test estimator / David E. A. Giles -- II. Bayesian econometrics: 4. Bayesian analysis in econometrics / Arnold Zellner ; 5. Data pooling and self-selection : a mixed effects hierarchical approach / Khalifa Ghali and Dennis J. Aigner ; 6. Estimation of systematic risk using Bayesian analysis with hierarchical and non-normal priors / Anil K. Bera and José A.F. Machado ; 7. Bayesian analysis and regularity conditions on flexible functional forms : application to the U.S. Motor Carrier Industry / James A. Chalfant and Nancy E. Wallace ; 8. Further results on interval estimation in an AR(1) error model / H. E. Doran, W. E. Griffiths and P. A. Beesley -- III. Topics in econometrics and time series: 9. Smooth improved estimators of econometric parameters / Aman Ullah and Jeff Racine ; 10. Estimating the smoothing parameter in piecewise constant regression / Ilkka Mellin and Timo Terasvirta ; 11. Testing for time varying parameters in vector autoregressive models / Helmut Lütkekpohl ; 12. Changes of employment among sectors of the fast growing economy in Taiwan : A Markov Chain analysis / Tsoung-Chao Lee -- IV. Spatial equilibrium modeling: 13. Alternative spatial equilibrium formulations: a synthesis / T.G. Mac-Aulay ; 14. The application of variational inequality theory to the study of spatial equilibrium and disequilibrium / Anna Nagurney ; 16. Imperfect competition and arbitrage in spatially separated markets / Terry L. Friesz and David Bernstein
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Holdings
Item type Home library Call number Status Notes Date due Barcode Item holds
LIBRO FISICO Biblioteca Principal 330.015195 R31 (Browse shelf(Opens below)) Available Mantener en colección. 29004018971209
Total holds: 0

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I. Pre-test and Stein-Rule estimation: 1. The effects of extrapolation on minimax Stein-Rule prediction / R. Carter Hill and Thomas B. Fomby ; 2. Risk and power for inequality pre-text estimators : general case in two dimensions / T. A. Yancey and Robert Bohrer ; 3. The exact distribution of a simple pre-test estimator / David E. A. Giles -- II. Bayesian econometrics: 4. Bayesian analysis in econometrics / Arnold Zellner ; 5. Data pooling and self-selection : a mixed effects hierarchical approach / Khalifa Ghali and Dennis J. Aigner ; 6. Estimation of systematic risk using Bayesian analysis with hierarchical and non-normal priors / Anil K. Bera and José A.F. Machado ; 7. Bayesian analysis and regularity conditions on flexible functional forms : application to the U.S. Motor Carrier Industry / James A. Chalfant and Nancy E. Wallace ; 8. Further results on interval estimation in an AR(1) error model / H. E. Doran, W. E. Griffiths and P. A. Beesley -- III. Topics in econometrics and time series: 9. Smooth improved estimators of econometric parameters / Aman Ullah and Jeff Racine ; 10. Estimating the smoothing parameter in piecewise constant regression / Ilkka Mellin and Timo Terasvirta ; 11. Testing for time varying parameters in vector autoregressive models / Helmut Lütkekpohl ; 12. Changes of employment among sectors of the fast growing economy in Taiwan : A Markov Chain analysis / Tsoung-Chao Lee -- IV. Spatial equilibrium modeling: 13. Alternative spatial equilibrium formulations: a synthesis / T.G. Mac-Aulay ; 14. The application of variational inequality theory to the study of spatial equilibrium and disequilibrium / Anna Nagurney ; 16. Imperfect competition and arbitrage in spatially separated markets / Terry L. Friesz and David Bernstein

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