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Bibliography

1
Newey, W.K. and D. McFadden (1994) ``Large Sample Estimation and Hypothesis Testing'' in D. McFadden and R. Engle (eds.) Handbook of Econometrics vol 4, Elsevier, Amsterdam.

2
Manski, C.F. (1994) ``Analog Estimation of Econometric Models'' in D. McFadden and R. Engle (eds.) Handbook of Econometrics vol 4, Elsevier, Amsterdam.

3
Rao, C.R. (1965) Linear Statistical Inference and Its Applications Wiley, chapters 4-7.

4
Prakasa Rao, B.L.S. (1987) Asymtotic Theory of Statistical Inference John Wiley & Sons.

5
Ibragimov, I.A. and R.Z. Khas'minskii (1981) Statistical Estimation - Asymptotic Theory Springer Verlag.

6
Le Cam, L. (1953) ``On Some Asymptotic Properties of Maximum Likelihood Estimates and Related Bayes Estimates'' University of California Publications in Statistics 1 277-330.

7
Le Cam, L. (1970) ``On the Assumptions Used to Prove Asymptotic Normality of Maximum Likelihood Estimates'' Annals of Statistics 41-3 802-828.

8
Le Cam, L. (1986) Asymptotic Methods in Statistical Decision Theory Springer-Verlag.

9
Le Cam, L. Yang, G.L. (1990) Asymptotics in Statistics: Some Basic Concepts Springer-Verlag.

10
Pfanzagl, J. (1982) Contributions to a General Asymptotic Statistical Theory Springer-Verlag.

11
Huber, P.J. (1967) ``The Behavior of Maximum Likelihood Estimates under Non-Standard Conditions'' in Proceedings of the the 5th Berkeley Symposium on Mathematical Statistics and Probability, University of California Press.

12
White, H. (1982) ``Maximum Likelihood Estimation of Misspecified Models'' Econometrica 50 1-26.

13
Basawa, I.V. and B.L.S. Prakasa Rao (1980) Statistical Inference for Stochastic Processes Academic Press.

14
Billingsley, P. (1961) Statistical Methods for Markov Processes University of Chicago Press.

15
Crowder, M.J. (1976) ``Maximum Likelihood Estimation for Dependent Observations'' Journal of Royal Statistical Society Series B 38 45-53.

16
Kiefer, J. and J. Wolfowitz (1956) ``Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters'' Annals of Mathematical Statistics 27 887-906.

17
Bahadur, R.R. (1958) ``Examples of Inconsistency of Maximum Likelihood Estimates'' Sankya 20 207-210.

18
Ruud, P.A. (1983) ``Sufficient Conditions for the Consistency of Maximum Likelihood Estimation Despite Misspecification of Distribution'' Econometrica 51 225-228.

19
Guorieroux, C. Monfort, A. and A. Trognon (1984) ``Psuedo Maximum Likelihood Methods: Theory'' Econometrica 52 681-700.

20
Cox, D.R. (1975) ``Partial Likelihood'' Biometrika 62 269-276.

21
Burgete, J.F. A.R. Gallant, and G. Souza (1982) ``On Unification of Asymptotic Theory of Nonlinear Econometric Models'' Econometric Reviews 1 151-190.

22
Newey, W. (1988) ``Asymptotic Equivalence of Closest Moments and GMM Estimators'' Econometric Theory 4 336-340.

23
Bates, C. and White, H. (1985) ``A Unified Theory of Consistent Estimation for Parametric Models'' Econometric Theory 1 151-178.

24
Hansen, L.P. (1982) ``Large Sample Properties of Generalized Method of Moments Estimators'' Econometrica 50 1029-1054.

25
Gallant, A.R. Tauchen, G. (1992) ``Which Moments to Match?'' manuscript, North Carolina State University.

26
Amemiya, T. (1983) ``Non-Linear Regression Models'' in Z. Griliches and M.D. Intrilligator (eds.) Handbook of Econometrics vol 1, 333-389.

27
Manski, C.F. (1983) ``Closest Empirical Distribution Estimation'' Econometrica 51 305-319.

28
Gallant, A.R. White, H. (1988) A Unified Theory of Estimation and Inference for Nonlinear Dynamic Models Basil Blackwell.

29
Wooldridge, J.M. (1994) ``Estimation and Inference for Dependent Processes'' in R. Engle and D. McFadden (eds.) Handbook of Econometrics volume 4, Elsevier, Amsterdam.

30
Jennrich, R.I. (1969) ``Asymptotic Properties of Nonlinear Least Squares Estimators'' Annals of Mathematical Statistics 40 633-643.

31
Pötscher, B.M. and I.R. Prucha (1991) ``Basic Structure of the Asymptotic Theory in Dynamic Nonlinear Econometric Models, Part I: Consistency and Approximation Concepts'' Econometric Reviews 10 125-216.

32
Pötscher, B.M. and I.R. Prucha (1991) ``Basic Structure of the Asymptotic Theory in Dynamic Nonlinear Econometric Models, Part II: Asymptotic Normality'' Econometric Reviews 10 253-325.

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White, H. (1982) ``Instrumental Variables Regression with Independent Observations'' Econometrica 50 483-499.

34
Domowitz, I. and H. White (1982) ``Misspecified Models with Dependent Observations'' Journal of Econometrics 20 35-58.

35
White, H. and I. Domowitz (1984) ``Nonlinear Regression with Dependent Observations'' Econometrica 52 143-161.

36
Ferguson, T.S. (1958) ``A Method of Generating Best Asymptotically Normal Estimates with an Application to the Estimation of Bacterial Densities''

Hypothesis and Specification Testing


John Rust
2001-01-09