Ryan, Thomas P. Modern regression methods. 2nd ed. (English) Zbl 1166.62049 Wiley Series in Probability and Statistics. Hoboken, NJ: John Wiley & Sons (ISBN 978-0-470-08186-0/hbk). xvii, 642 p. (2009). Reviewer: Yuehua Wu (Toronto) MSC: 62Jxx 62G08 62K99 62-02 62-01 PDFBibTeX XMLCite \textit{T. P. Ryan}, Modern regression methods. 2nd ed. Hoboken, NJ: John Wiley \& Sons (2009; Zbl 1166.62049)
Straumann, Daniel Estimation in conditionally heteroscedatic time series models. (English) Zbl 1086.62103 Lecture Notes in Statistics 181. Berlin: Springer (ISBN 3-540-21135-7/pbk). xvi, 228 p. (2005). Reviewer: Andrew Olenko (Kyïv) MSC: 62M10 62F12 62F10 91B84 62P05 PDFBibTeX XMLCite \textit{D. Straumann}, Estimation in conditionally heteroscedatic time series models. Berlin: Springer (2005; Zbl 1086.62103) Full Text: DOI
Hall, Alastair R. Generalized method of moments. (English) Zbl 1076.62118 Advanced Texts in Econometrics. Oxford: Oxford University Press (ISBN 0-19-877520-2/pbk; 0-19-877521-0/hbk). xii, 400 p. (2005). Reviewer: Herbert S. Buscher (Halle,Saale) MSC: 62P20 62-01 62J05 62M10 62P05 62F10 65C60 PDFBibTeX XMLCite \textit{A. R. Hall}, Generalized method of moments. Oxford: Oxford University Press (2005; Zbl 1076.62118)
Huet, Sylvie; Bouvier, Annie; Poursat, M.-A.; Jolivet, Emmanuel Statistical tools for nonlinear regression. A practical guide with S-PLUS and R examples. 2nd ed. (English) Zbl 1041.62053 Springer Series in Statistics. New York, NY: Springer (ISBN 0-387-40081-8/hbk). xiv, 232 p. (2004). Reviewer: Florin Gorunescu (Craiova) MSC: 62J02 62-01 62-04 62J20 62-07 PDFBibTeX XMLCite \textit{S. Huet} et al., Statistical tools for nonlinear regression. A practical guide with S-PLUS and R examples. 2nd ed. New York, NY: Springer (2004; Zbl 1041.62053)
Bierens, Herman J. (ed.); Gallant, A. Ronald (ed.) Nonlinear models. Vol. I and II. (English) Zbl 0867.62058 The International Library of Critical Writings in Econometrics. 8. Cheltenham: Edward Elgar Publ. xxi, 502 p./v.1; viii, 477 p./v.2 (1997). Reviewer: G.Wittwer (Dresden) MSC: 62J02 62P20 00B60 00B15 62M10 PDFBibTeX XMLCite \textit{H. J. Bierens} (ed.) and \textit{A. R. Gallant} (ed.), Nonlinear models. Vol. I and II. Cheltenham: Edward Elgar Publ. (1997; Zbl 0867.62058)
Winkelmann, Rainer Econometric analysis of count data. 2nd, rev. and enl. ed. (English) Zbl 0871.62102 Berlin: Springer. xi, 193 p. (1997). Reviewer: H.S.Buscher (Mannheim) MSC: 62P20 62-02 62-01 91B40 PDFBibTeX XMLCite \textit{R. Winkelmann}, Econometric analysis of count data. 2nd, rev. and enl. ed. Berlin: Springer (1997; Zbl 0871.62102)
Huet, Sylvie; Bouvier, Annie; Gruet, Marie-Anne; Jolivet, Emmanuel Statistical tools for nonlinear regression. A practical guide with S-PLUS examples. (English) Zbl 0867.62059 Springer Series in Statistics. New York, NY: Springer. ix, 154 p. (1996). Reviewer: N.Leonenko (Kiev) MSC: 62J02 62-01 62-04 62J20 PDFBibTeX XMLCite \textit{S. Huet} et al., Statistical tools for nonlinear regression. A practical guide with S-PLUS examples. New York, NY: Springer (1996; Zbl 0867.62059)
Berz, Ulrich The analysis of misspecified models with latent variables. (Die Analyse fehlspezifizierter Modelle mit latenten Variablen.) (German) Zbl 0853.62005 Europäische Hochschulschriften. Reihe 5, Volks- und Betriebswirtschaft. 1918. Frankfurt am Main: Peter Lang. xviii,250 S. (1996). Reviewer: J.Lillestøl (Bergen) MSC: 62-02 62P20 62P25 PDFBibTeX XMLCite \textit{U. Berz}, Die Analyse fehlspezifizierter Modelle mit latenten Variablen. Frankfurt am Main: Peter Lang (1996; Zbl 0853.62005)
Frohn, Joachim Basic training in econometry. 2., neubearb. Aufl. (Grundausbildung in Ökonometrie.) (German) Zbl 0820.62094 Berlin: de Gruyter,. xiii, 301 p. DM 52.00/pbk; DM 98.00/hbk (1995). Reviewer: R.Fahrion (Heidelberg) MSC: 62P20 62-01 PDFBibTeX XMLCite \textit{J. Frohn}, Grundausbildung in Ökonometrie. 2., neubearb. Aufl. Berlin: de Gruyter (1995; Zbl 0820.62094)
O’Hagan, Anthony Bayesian inference. (English) Zbl 0853.62007 Kendall’s Advanced Theory of Statistics. 2B. London: Edward Arnold. New York, NY: Halsted Press. xii, 330 p. (1994). Reviewer: J.Melamed (Los Angeles) MSC: 62A01 62-02 62C10 62F15 PDFBibTeX XMLCite \textit{A. O'Hagan}, Bayesian inference. London: Edward Arnold; New York, NY: Halsted Press (1994; Zbl 0853.62007)
Bierens, Herman J. Topics in advanced econometrics. Estimation, testing, and specification of cross-section and time series models. (English) Zbl 0806.62093 Cambridge: Cambridge University Press. xii, 258 p. (1994). Reviewer: J.K.Sengupta (Santa Barbara) MSC: 62P20 62-01 62-02 62G07 62M10 PDFBibTeX XMLCite \textit{H. J. Bierens}, Topics in advanced econometrics. Estimation, testing, and specification of cross-section and time series models. Cambridge: Cambridge University Press (1994; Zbl 0806.62093) Full Text: DOI
Bolfarine, Heleno; Zacks, Shelemyahu Prediction theory for finite populations. (English) Zbl 0751.62003 Springer Series in Statistics. New York etc.: Springer-Verlag. xi, 207 p. (1992). Reviewer: J.Lillestøl (Bergen) MSC: 62D05 62F15 PDFBibTeX XMLCite \textit{H. Bolfarine} and \textit{S. Zacks}, Prediction theory for finite populations. New York etc.: Springer-Verlag (1992; Zbl 0751.62003)
Krämer, Ursula Autokorrelation und Fehlspezifikation bei der Auswertung epidemiologischer Querschnittstudien. (Autocorrelation and misspecification in the evaluation of epidemiologic cross-sectional studies). (German) Zbl 0734.62106 Dortmund: Univ. Dortmund, Fachb. Statistik., Diss. 106 S. (1991). MSC: 62P10 62J05 62M10 PDFBibTeX XMLCite \textit{U. Krämer}, Autokorrelation und Fehlspezifikation bei der Auswertung epidemiologischer Querschnittstudien. (Autocorrelation and misspecification in the evaluation of epidemiologic cross-sectional studies). Dortmund: Univ. Dortmund, Fachb. Statistik (1991; Zbl 0734.62106)
Harvey, A. C. The econometric analysis of time series. 2nd ed. (English) Zbl 0747.62113 LSE Handbooks in Economics. New York etc.: Philip Allan. xiii, 387 p. (1990). MSC: 62P20 62-01 62M10 62M20 91B84 PDFBibTeX XMLCite \textit{A. C. Harvey}, The econometric analysis of time series. 2nd ed. New York etc.: Philip Allan (1990; Zbl 0747.62113)
Godfrey, L. G. Misspecification tests in econometrics. The Lagrange multiplier principle and other approaches. (English) Zbl 0721.62111 Econometric Society Monographs, 16. Cambridge etc.: Cambridge University Press. xii, 252 p. £35.00; $ 49.50 (1990). Reviewer: H.S.Buscher (Berlin) MSC: 62P20 62-02 62F03 62J05 62H15 PDFBibTeX XMLCite \textit{L. G. Godfrey}, Misspecification tests in econometrics. The Lagrange multiplier principle and other approaches. Cambridge etc.: Cambridge University Press (1990; Zbl 0721.62111)
Sargan, John Denis Maasoumi, Esfandiar (ed.) Contributions to econometrics. Volume 1 and 2. Ed. and with an introduction by Esfandiar Maasoumi. (English) Zbl 0734.62108 Cambridge etc.: Cambridge University Press. 304 p./Vol.1; vi, 296 p./Vol.2 £50.00/each Vol.; $ 69.50/each Vol. (1988). Reviewer: H.S.Buscher (Berlin) MSC: 62P20 00B60 01A75 91B38 91B24 PDFBibTeX XMLCite \textit{J. D. Sargan} and \textit{E. Maasoumi} (ed.), Contributions to econometrics. Volume 1 and 2. Ed. and with an introduction by Esfandiar Maasoumi. Cambridge etc.: Cambridge University Press (1988; Zbl 0734.62108)
Rost, Erika Regressionmodelle mit stochastischen Koeffizienten im Kontext der Kalman- Filter Theorie. (Regression models with stochastic coefficients in the context of the Kalman filter theory). (German) Zbl 0664.62117 Schriften zur Quantitativen Wirtschaftsforschung, Bd. 14. Frankfurt a. M.: Rita G. Fischer Verlag. IV, 235 S.; DM 29.80 (1987). Reviewer: R.Fahrion MSC: 62P20 62M20 62-02 93E11 PDFBibTeX XML
Dijkstra, Theo K. (ed.) Misspecification analysis. Proceedings of a Workshop Held in Groningen, The Netherlands, December 15-16, 1983. (English) Zbl 0559.00010 Lecture Notes in Economics and Mathematical Systems, 237. Berlin etc.: Springer-Verlag. V, 129 p. DM 24.00 (1984). MSC: 00B25 62-06 PDFBibTeX XML
Harvey, A. C. The econometric analysis of time series. (English) Zbl 0456.62082 A Halsted Press Book. New York etc.: John Wiley & Sons, Inc.; Oxford: Philip Allan. XI, 384 p. £17.50 (1981). MSC: 62P20 62M10 62M20 62F10 62-01 PDFBibTeX XML