Advances in Econometrics and Quantitative

Advances in Econometrics and Quantitative Economics is a comprehensive guide to the statistical methods used in econometrics and quantitative economics. Bringing together contributions from those acknowledged to be amongst the world's leading econometricians and statisticians this volume covers topics such as: * Semiparametric and non-parametric interference.* Multivariate analysis.* Diagnostic tests.* Time series behavior of commodity prices.* Applications of Edgeworth expansions and quantitative methods in development economics. The book is dedicated to Professor C. R. Rao, whose unique contribution to the subject has influenced econometricians for many years.

G. S. Maddala (Ph.D. Chicago, 1963) is currently a University Eminent Scholar at the Ohio State University. He is a Fellow of the Econometric Society.

Specification Errors in Limited Dependent Variable Models
The Optimality of Extended Score Tests With Applications to Testing for a Moving Average Unit Root
Score Diagnostics for Linear Models Estimated by Two Stage Least Squares
Asymptotic Expansions in Statisics: A Review of Methods and Applications
An Asymptotic Expansion for the Distribution of Test Criteria Which Are Asymptotically Distributed as Chi-Squared Under Contiguous Alternatives
Estimation in Semiparametric Models
Pooling Nonparametric Estimates of Regression Functions with a Similar Shape
On the Theory of Testing Covariance Stationarity Under Moment Condition Failure
Pattern Identification of ARMA Models
Convergence Rates for Series Estimators
Generalized Least Squares with Nonnormal Errors
Factor Analysis Under More General Conditions with Reference to Heteroskedasticity of Unknown Form
Inference in Factor Models
Expectations: Are They Rational, Adaptive or Naive?
Some Hypotheses About the Time Series Behaviour of Commodity Prices
A Review of the Derivation and Calculation of Rao Distances with an Application to Portfolio Theory
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Advances in Econometrics and Quantitative Economics Essays in Honor of Professor C.R. Rao

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