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· 제목 : Advances in Econometrics: Volume 1 : Fifth World Congress (Paperback) 
· 분류 : 외국도서 > 경제경영 > 경제학/경제일반 > 계량경제학
· ISBN : 9780521467261
· 쪽수 : 322쪽
· 분류 : 외국도서 > 경제경영 > 경제학/경제일반 > 계량경제학
· ISBN : 9780521467261
· 쪽수 : 322쪽
목차
1. Specification testing in dynamic models Halbert White; 2. Specification tests: an overview Alberto Holly; 3. Kernel estimators of regression functions Herman J. Bierens; 4. Identification and consistency in semi-non parametric regression A. Ronald Gallant; 5. On econometic models with rational expectations Laurence Broze and Ariane Szafarz; 6. Calculating asset prices in three example economies Lars Peter Hansen; 7. The Kalman Filter: applications to forecasting and rational expectations models Robert F. Engle and Mark W. Watson; 8. Applications of the Kalman filter in econometrics Andrew C. Harvey.
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