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Estimation, Inference and Specification AnalysisH. White, Cambridge University Press, 1994

Published online by Cambridge University Press:  11 February 2009

Oliver B. Linton
Affiliation:
Yale University

Abstract

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Type
Book Review
Copyright
Copyright © Cambridge University Press 1996

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References

REFERENCES

Amemiya, T. (1985) Advanced Econometrics. Cambridge: Harvard University Press.Google Scholar
Andrews, D.W.K. (1994) Empirical process methods in econometrics. In Engle, R.F. & McFadden, D.F. (eds.), The Handbook of Econometrics, vol. 4, pp. 22472294. Amsterdam: North-Holland.CrossRefGoogle Scholar
Gallant, A.R. & White, H. (1988) A Unified Theory of Estimation and Inference for Nonlinear Dynamic Models. Oxford: Basil Blackwell.Google Scholar
White, H. (1984) Asymptotic Theory for Econometricians. Orlando, FL: Academic Press.Google Scholar