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Bibliography

1
Handbook of Econometrics Vols. 1-4 Elsevier, North Holland.

2
Amemiya, T. (1985) Advanced Econometrics Harvard University Press.

3
Berndt, E.R. (1991) The Practice of Econometrics: Classic and Contemporary Addison Wesley.

4
Brockwell, P. and R. Davis (1991) Time Series: Theory and Methods Springer-Verlag.

5
Davidson, R. and J.G. MacKinnon (1996) Estimation and Inference in Econometrics Oxford University Press.

6
Gallant, A.R. (1997) An Introduction to Econometric Theory Princeton University Press.

7
Gelman, A. J. Carlin, H. Stern and D. Rubin (1995) Bayesian Data Analysis Chapman and Hall.

8
Manski, C.F. (1988) Analog Estimation Methods in Econometrics Chapman and Hall.

9
Poirier, D.J. (1995) Intermediate Statistics and Econometrics: A Comparative Approach MIT Press, Cambridge.

10
Rao, C.R. (1973) Linear Statistical Inference and It's Applications Wiley.

11
Serfling, R.J (1980) Approximation Theorems of Mathematical Statistics Wiley.

12
Spanos, A. (1999) Probability Theory and Statistical Inference Cambridge University Press.

13
van der Vaart, A.W. (1998) Asymptotic Statistics Cambridge Series in Statistical and Probabilistic Mathematics, Cambridge University Press.

14
van der Vaart, A.W. and J. A. Wellner (1996) Weak Convergence and Empirical Processes Springer Verlag.

15
White, H. (1984) Asymptotic Theory for Econometricians Academic Press.

Overview of Methodological Debates in Econometrics



John Rust
2001-01-09