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- 1
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Handbook of Econometrics Vols. 1-4 Elsevier, North
Holland.
- 2
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Amemiya, T. (1985) Advanced Econometrics Harvard University
Press.
- 3
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Berndt, E.R. (1991) The Practice of Econometrics: Classic
and Contemporary Addison Wesley.
- 4
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Brockwell, P. and R. Davis (1991) Time Series: Theory
and Methods Springer-Verlag.
- 5
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Davidson, R. and J.G. MacKinnon (1996) Estimation and Inference
in Econometrics Oxford University Press.
- 6
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Gallant, A.R. (1997) An Introduction to Econometric
Theory Princeton University Press.
- 7
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Gelman, A. J. Carlin, H. Stern and D. Rubin (1995) Bayesian
Data Analysis Chapman and Hall.
- 8
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Manski, C.F. (1988) Analog Estimation Methods in Econometrics
Chapman and Hall.
- 9
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Poirier, D.J. (1995) Intermediate Statistics and
Econometrics: A Comparative Approach MIT Press, Cambridge.
- 10
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Rao, C.R. (1973) Linear Statistical Inference and It's
Applications Wiley.
- 11
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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
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White, H. (1984) Asymptotic Theory for Econometricians
Academic Press.
Overview of Methodological Debates in Econometrics
John Rust
2001-01-09