Introduction to the mathematical and satistical foundations of econometrics

Introduction to the Mathematical and Satistical Foundations of Econometrics

Volumn , Issue , 2004, Pages 1-323

  Bierens, Herman J ^a  

^a PENNSYLVANIA STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84925082547     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1017/CBO9780511754012     Document Type: Book

References (21)

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2. Bemanke, B. S. (1986): “Alternative Explanations of the Money-Income Correlation,” Carnegie-Rochester Conference Series on Public Policy 25, 49-100.
3. Bierens, H. J. (1994): Topics in Advanced Econometrics: Estimation, Testing, and Specification of Cross-Section and Time Series Models. Cambridge, UK: Cambridge University Press.
4. Billingsley, P (1986): Probability and Measure. New York: John Wiley.
5. Box, G. E. P, and G. M. Jenkins (1976): Time Series Analysis: Forecasting and Control. San Francisco: Holden-Day.
6. Chung, K. L. (1974): A Course in Probability Theory (Second edition). New York: Academic Press.
7. Davidson, J. (1994): Stochastic Limit Theory. Oxford, UK: Oxford University Press.
8. Etemadi, N. (1981): “An Elementary Proof of the Strong Law of Large Numbers,” ZeitschriftfUr Wahrscheinlichkeitstheorie und Verwandte Gebiete 55, 119-122.
9. Fuller, W. A. (1996): Introduction to Statistical Time Series. New York: John Wiley.
10. Gallant, A. R. (1997): An Introduction to Econometric Theory. Princeton, NJ.: Princeton University Press.
11. Jennrich, R. I. (1969): “Asymptotic Properties of Non-Linear Least Squares Estimators,” Annals of Mathematical Statistics 40, 633-643.
12. McLeish, D. L. (1974): “Dependent Central Limit Theorems and Invariance Principles,” Annals of Probability 2, 620-628.
13. McLeish, D. L. (1975): “A Maximal Inequality and Dependent Strong Laws,” Annals of Probability 3, 329-339.
14. Press, W. H., B. P Flannery, S. A Teukolsky, and W. T. Vetterling (1989): Numerical Recipes (FORTRAN Version). Cambridge, UK: Cambridge University Press.
15. Royden, H. L. (1968): Real Analysis. London: Macmillan.
16. Sims, C. A. (1980): “Macroeconomics and Reality,” Econometrica 48, 1-48.
17. Sims, C. A. (1982): “Policy Analysis with Econometric Models,” Brookings Papers on Economics Activity 1, 107-152.
18. Sims, C. A. (1986): “Are Forecasting Models Usable for Policy Analysis?”, Federal Reserve Bank of Minneapolis Quarterly Review, 1-16.
19. Stokey, N. L., R. E. Lucas, and E. Prescott (1989): Recursive Methods in Economic Dynamics. Cambridge, MA: Harvard University Press.
20. Tobin, J. (1958): “Estimation of Relationships for Limited Dependent Variables,” Econometrica 26, 24-36.
21. Wold, H. (1938): A Study in the Analysis of Stationary Time Series. Upsala, Sweden: Almqvist and Wiksell.