Handbook of econometrics. Vol. 4 (Q5959705)

The aim of the Handbooks in Economics is to produce handbooks for various branches of economics, each of which is a definitive source, reference, and teaching supplement for use by professional researchers and advanced graduate students. Each handbook provides self-contained surveys of the current state of a branch of economics in the form of chapters prepared by leading specialists on various aspects of this branch of economics. These surveys summarize not only received results but also newer developments, from recent journal articles and discussion papers. Some original material is also included but the main goal is to provide comprehensive and accessible surveys. The handbooks are intended to provide not only useful reference volumes for professional collections but also possible supplementary readings for advanced courses for graduate students in economics. (Introduction to this handbook series.) Contents: W.K. Newey and D. McFadden, Large sample estimation and hypothesis testing (p. 2111-2245); D.W.K. Andrews, Empirical process methods in econometrics (p. 2247-2294); W. Härdle and O. Linton, Applied nonparametric methods (p. 2295-2339); P. Hall Methodology and theory for the bootstrap (p. 2341-2381); V.A. Hajivassiliou and P.A. Ruud, Classical estimation methods for LDV models using simulation (p. 2383-2441); J.L. Powell, Estimation of semiparametric models (p. 2443-2521); R.L. Matzkin, Restrictions of economic theory in nonparametric methods (p. 2523-2558); C.F. Manski, Analog estimation of econometric models (p. 2559-2582); C. Gourieroux and A. Monfort, Testing non-nested hypotheses (p. 2583-2637); J.M. Wooldridge, Estimation and inference for dependent processes (p. 2639-2738); J.H. Stock, Unit roots, structural breaks and trends (p. 2739-2841); M.W. Watson, Vector autoregressions and cointegration (p. 2843-2915); T. Terasvirta, D. Tjostheim and C.W.J. Granger, Aspects of modelling nonlinear time series (p. 2917-2957); T. Bollerslev, R.F. Engle and D.B. Nelson, Arch models (p. 2959-3038); J.D. Hamilton, State-space models (p. 3039-3080); J. Rust, Structural estimation of Markov decision processes (p. 3081-3143).