Publisher Summary This chapter discusses a survey of nonlinear regression models, with an
emphasis on the theory of estimation and hypothesis testing rather than on computation and …

Publisher Summary This chapter presents an exposition of econometric methods for
modeling producer behavior. The objective of econometric modeling is to determine the …

This book presents the econometric analysis of single-equation and simultaneous-equation
models in which the jointly dependent variables can be continuous, categorical, or …

This paper studies estimators that make sample analogues of population orthogonality
conditions close to zero. Strong consistency and asymptotic normality of such estimators is …

This paper considers estimation and testing of vector autoregression coefficients in panel
data, and applies the techniques to analyze the dynamic relationships between wages and …

Advanced Econometrics is both a comprehensive text for graduate students and a reference
work for econometricians. It will also be valuable to those doing statistical analysis in the …

It is well known that a variety of prodedures are available to test a hypothesis in a model
estimated by maximum likelihood. In maximum likelihood models one of the trio of Wald …

This book examines the consequences of misspecifications ranging from the fundamental to
the nonexistent for the interpretation of likelihood-based methods of statistical estimation …

This paper introduces a new methodology to examine the empirical relationship between
democracy and economic growth. Democratic institutions are assumed to affect growth …

In a world of trade restrictions, large countries enjoy economic benefits, because political
boundaries determine the size of the market. Under free trade and global markets even …