Book contents
- Frontmatter
- Contents
- Preface
- 1 Basic probability theory
- 2 Convergence
- 3 Introduction to conditioning
- 4 Nonliner parametric regression analysis and maximum likelihood theory
- 5 Tests for model misspecification
- 6 Conditioning and dependence
- 7 Functional specification of time series models
- 8 ARMAX models: estimation and testing
- 9 Unit roots and cointegration
- 10 The Nadaraya–Watson kernel regression function estimator
- References
- Index
Index
Published online by Cambridge University Press: 28 October 2009
- Frontmatter
- Contents
- Preface
- 1 Basic probability theory
- 2 Convergence
- 3 Introduction to conditioning
- 4 Nonliner parametric regression analysis and maximum likelihood theory
- 5 Tests for model misspecification
- 6 Conditioning and dependence
- 7 Functional specification of time series models
- 8 ARMAX models: estimation and testing
- 9 Unit roots and cointegration
- 10 The Nadaraya–Watson kernel regression function estimator
- References
- Index
Summary
- Type
- Chapter
- Information
- Topics in Advanced EconometricsEstimation, Testing, and Specification of Cross-Section and Time Series Models, pp. 256 - 258Publisher: Cambridge University PressPrint publication year: 1994