Book Review: Econometric Modeling and Inference
Author
Abstract
Suggested Citation
DOI: 10.1080/07474938.2011.553565
Download full text from publisher
As the access to this document is restricted, you may want to
for a different version of it.References listed on IDEAS
- Gourieroux,Christian & Monfort,Alain, 1995. "Statistics and Econometric Models 2 volume set," Cambridge Books, Cambridge University Press, number 9780521478373, July.
- Gourieroux,Christian & Monfort,Alain, 1997.
"Time Series and Dynamic Models,"
Cambridge Books,
Cambridge University Press, number 9780521423083, January.
- Gourieroux,Christian & Monfort,Alain, 1997. "Time Series and Dynamic Models," Cambridge Books, Cambridge University Press, number 9780521411462, November.
- Gourieroux,Christian & Monfort,Alain, 1995.
"Statistics and Econometric Models,"
Cambridge Books,
Cambridge University Press, number 9780521477444, November.
- Gourieroux,Christian & Monfort,Alain, 1995. "Statistics and Econometric Models," Cambridge Books, Cambridge University Press, number 9780521477451, November.
- Gourieroux,Christian & Monfort,Alain, 1995. "Statistics and Econometric Models," Cambridge Books, Cambridge University Press, number 9780521405515, November.
- Gourieroux,Christian & Monfort,Alain, 1995. "Statistics and Econometric Models," Cambridge Books, Cambridge University Press, number 9780521471626, November.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Bo E. Honoré & Luojia Hu, 2023.
"The COVID-19 pandemic and Asian American employment,"
Empirical Economics, Springer, vol. 64(5), pages 2053-2083, May.
- Bo E. Honore & Luojia Hu, 2020. "The COVID-19 Pandemic and Asian American Employment," Working Paper Series WP-2020-19, Federal Reserve Bank of Chicago, revised 01 Jul 2021.
- Bo E. Honoré & Luojia Hu, 2021. "The Covid-19 Pandemic and Asian American Employment," Working Papers 2021-71, Princeton University. Economics Department..
- Patrick Gagliardini & Christian Gouriéroux, 2011.
"Approximate Derivative Pricing for Large Classes of Homogeneous Assets with Systematic Risk,"
Journal of Financial Econometrics, Oxford University Press, vol. 9(2), pages 237-280, Spring.
- Patrick GAGLIARDINI & Christian GOURIEROUX, 2010. "Approximate Derivative Pricing for Large Classes of Homogeneous Assets with Systematic Risk," Working Papers 2010-07, Center for Research in Economics and Statistics.
- Gerhard, Frank & Hess, Dieter & Pohlmeier, Winfried, 1998. "What a Difference a Day Makes: On the Common Market Microstructure of Trading Days," CoFE Discussion Papers 98/01, University of Konstanz, Center of Finance and Econometrics (CoFE).
- Alexandre Petkovic & David Veredas, 2009.
"Aggregation of linear models for panel data,"
Working Papers ECARES
2009-012, ULB -- Universite Libre de Bruxelles.
- Alexandre Petkovic & David Veredas, 2010. "Aggregation of linear models for panel data," ULB Institutional Repository 2013/136203, ULB -- Universite Libre de Bruxelles.
- Zhongqi Liang & Qihua Wang & Yuting Wei, 2022. "Robust model selection with covariables missing at random," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 74(3), pages 539-557, June.
- Shapiro, Dmitry & Shi, Xianwen & Zillante, Artie, 2014. "Level-k reasoning in a generalized beauty contest," Games and Economic Behavior, Elsevier, vol. 86(C), pages 308-329.
- Roberto Mari & Zsuzsa Bakk & Jennifer Oser & Jouni Kuha, 2023. "A two-step estimator for multilevel latent class analysis with covariates," Psychometrika, Springer;The Psychometric Society, vol. 88(4), pages 1144-1170, December.
- Gouriéroux, Christian & Monfort, Alain & Zakoian, Jean-Michel, 2017. "Pseudo-Maximum Likelihood and Lie Groups of Linear Transformations," MPRA Paper 79623, University Library of Munich, Germany.
- Prosper Dovonon & Alastair Hall & Frank Kleibergen, 2018. "Inference in Second-Order Identified Models," CIRANO Working Papers 2018s-36, CIRANO.
- Gagliardini, Patrick & Gourieroux, Christian, 2014.
"Efficiency In Large Dynamic Panel Models With Common Factors,"
Econometric Theory, Cambridge University Press, vol. 30(5), pages 961-1020, October.
- Patrick GAGLIARDINI & Christian GOURIEROUX, 2009. "Efficiency in Large Dynamic Panel Models with Common Factor," Swiss Finance Institute Research Paper Series 09-12, Swiss Finance Institute.
- Patrick GAGLIARDINI & Christian GOURIEROUX, 2010. "Efficiency in Large Dynamic Panel Models with Common Factor," Working Papers 2010-05, Center for Research in Economics and Statistics.
- Halil Ibrahim Gunduz & Furkan Emirmahmutoglu & M. Eray Yucel, 2025. "A New Look at Cross-Country Aggregation in the Global VAR Approach: Theory and Monte Carlo Simulation," Computational Economics, Springer;Society for Computational Economics, vol. 65(1), pages 21-67, January.
- Zsuzsa Bakk & Jouni Kuha, 2018. "Two-Step Estimation of Models Between Latent Classes and External Variables," Psychometrika, Springer;The Psychometric Society, vol. 83(4), pages 871-892, December.
- Cheshire, Paul & Sheppard, Stephen, 2002.
"The welfare economics of land use planning,"
Journal of Urban Economics, Elsevier, vol. 52(2), pages 242-269, September.
- Paul Cheshire & Stephen Sheppard, 2001. "The Welfare Economics of Land Use Planning," Department of Economics Working Papers 2001-03, Department of Economics, Williams College.
- David T. Frazier & Eric Renault, 2016. "Indirect Inference With(Out) Constraints," Papers 1607.06163, arXiv.org, revised Aug 2019.
- Detering, Nils & Packham, Natalie, 2018. "Model risk of contingent claims," IRTG 1792 Discussion Papers 2018-036, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Aronsson, Thomas & Jenderny, Katharina & Lanot, Gauthier, 2021. "Maximum Likelihood Bunching Estimators of the ETI," Umeå Economic Studies 987, Umeå University, Department of Economics.
- Victor Aguirregabiria & Pedro Mira, 2002.
"Swapping the Nested Fixed Point Algorithm: A Class of Estimators for Discrete Markov Decision Models,"
Econometrica, Econometric Society, vol. 70(4), pages 1519-1543, July.
- Victor Aguirregabiria & Pedro Mira, 1999. "Swapping the Nested Fixed-Point Algorithm: a Class of Estimators for Discrete Markov Decision Models," Computing in Economics and Finance 1999 332, Society for Computational Economics.
- Víctor Aguirregabiria & Pedro Mira, 1999. "Swapping the Nested Fixed Point Algorithm: A Class of Estimators for Discrete Markov Decision Models," Working Papers wp1999_9904, CEMFI.
- Edvard Bakhitov, 2020. "Frequentist Shrinkage under Inequality Constraints," Papers 2001.10586, arXiv.org.
- Jean-Marie Dufour & Alain Trognon & Purevdorj Tuvaandorj, 2017.
"Invariant tests based on M -estimators, estimating functions, and the generalized method of moments,"
Econometric Reviews, Taylor & Francis Journals, vol. 36(1-3), pages 182-204, March.
- Jean-Marie Dufour & Alain Trognon, 2000. "Invariant Tests Based on M-Estimators, Estimating Functions and the Generalized Method of Moments," Econometric Society World Congress 2000 Contributed Papers 1420, Econometric Society.
- Jean-Marie Dufour & Alain Trognon & Purevdorj Tuvaandorj, 2015. "Invariant tests based on M-estimators, estimating functions, and the generalized method of moments," CIRANO Working Papers 2015s-27, CIRANO.
- Brosig, Stephan, 2000.
"A model of household type specific food demand behaviour in Hungary,"
IAMO Discussion Papers
30, Leibniz Institute of Agricultural Development in Transition Economies (IAMO).
- Brosig, Stephan, 2000. "A Model Of Household Type Specific Food Demand Behaviour In Hungary," IAMO Discussion Papers 14864, Institute of Agricultural Development in Transition Economies (IAMO).
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:emetrv:v:30:y:2011:i:5:p:577-581. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: the person in charge (email available below). General contact details of provider: http://www.tandfonline.com/LECR20 .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.
Printed from https://ideas.repec.org/a/taf/emetrv/v30y2011i5p577-581.html