Handbook of Applied Econometrics and Statistical Inference

Hardcover (Print)
Buy Used
Buy Used from BN.com
(Save 25%)
Item is in good condition but packaging may have signs of shelf wear/aging or torn packaging.
Condition: Used – Good details
Used and New from Other Sellers
Used and New from Other Sellers
from $20.84
Usually ships in 1-2 business days
(Save 93%)
Other sellers (Hardcover)
  • All (10) from $20.84   
  • New (3) from $54.18   
  • Used (7) from $20.84   
Sort by
Page 1 of 1
Showing All
Note: Marketplace items are not eligible for any BN.com coupons and promotions
Seller since 2005

Feedback rating:



New — never opened or used in original packaging.

Like New — packaging may have been opened. A "Like New" item is suitable to give as a gift.

Very Good — may have minor signs of wear on packaging but item works perfectly and has no damage.

Good — item is in good condition but packaging may have signs of shelf wear/aging or torn packaging. All specific defects should be noted in the Comments section associated with each item.

Acceptable — item is in working order but may show signs of wear such as scratches or torn packaging. All specific defects should be noted in the Comments section associated with each item.

Used — An item that has been opened and may show signs of wear. All specific defects should be noted in the Comments section associated with each item.

Refurbished — A used item that has been renewed or updated and verified to be in proper working condition. Not necessarily completed by the original manufacturer.


Ships from: Fort Worth, TX

Usually ships in 1-2 business days

  • Canadian
  • International
  • Standard, 48 States
  • Standard (AK, HI)
  • Express, 48 States
  • Express (AK, HI)
Seller since 2009

Feedback rating:


Condition: New
New Book. Shipped from US within 4 to 14 business days. Established seller since 2000

Ships from: Secaucus, NJ

Usually ships in 1-2 business days

  • Standard, 48 States
  • Standard (AK, HI)
Seller since 2007

Feedback rating:


Condition: New

Ships from: Avenel, NJ

Usually ships in 1-2 business days

  • Canadian
  • International
  • Standard, 48 States
  • Standard (AK, HI)
Page 1 of 1
Showing All
Sort by


Summarizing developments and techniques in the field, this reference covers sample surveys, nonparametric analysis, hypothesis testing, time series analysis, Bayesian inference, and distribution theory for applications in statistics, economics, medicine, biology, engineering, sociology, psychology, and information technology. It supplies a geometric proof of an extended Gauss-Markov theorem, approaches for the design and implementation of sample surveys, advances in the theory of Neyman's smooth test, and methods for pre-test and biased estimation. It includes discussions ofsample size requirements for estimation in SUR models, innovative developments in nonparametric models, and more.

Read More Show Less

Product Details

  • ISBN-13: 9780824706524
  • Publisher: CRC Press
  • Publication date: 1/28/2002
  • Series: Statistics: Textbooks and Monographs
  • Edition description: New Edition
  • Pages: 744
  • Product dimensions: 6.25 (w) x 9.25 (h) x 1.25 (d)

Table of Contents

Selected Publications
Pt. 1 Statistical Inference and Sample Design
1 Bayesian Inference Using Conditionally Specified Priors 1
2 Approximate Confidence Regions for Minimax-Linear Estimators 27
3 On Efficiently Estimable Parametric Functionals in the General Linear Model with Nuisance Parameters 45
4 Estimation under LINEX Loss Function 53
5 Design of Sample Surveys across Time 77
Pt. 2 Nonparametric Estimation and Testing
6 Kernel Estimation in a Continuous Randomized Response Model 97
7 Index-Free, Density-Based Multinomial Choice 115
8 Censored Additive Regression Models 143
9 Improved Combined Parametric and Nonparametric Regressions: Estimation and Hypothesis Testing 159
Pt. 3 Hypothesis Testing
10 Neyman's Smooth Test and Its Applications in Econometrics 177
11 Computing the Distribution of a Quadratic Form in Normal Variables 231
12 Improvements to the Wald Test 251
13 On the Sensitivity of the t-Statistic 277
Pt. 4 Pretest and Biased Estimation
14 Preliminary-Test and Bayes Estimation of a Location Parameter under "Reflected Normal" Loss 287
15 MSE Performance of the Double k-Class Estimator of Each Individual Regression Coefficient under Multivariate t-Errors 305
16 Effects of a Trended Regressor on the Efficiency Properties of the Least-Squares and Stein-Rule Estimation of Regression Coefficients 327
17 Endogeneity and Biased Estimation under Squared Error Loss 347
Pt. 5 Time Series Analysis
18 Testing for Two-Step Granger Noncausality in Trivariate VAR Models 371
19 Measurement of the Quality of Autoregressive Approximation, with Econometric Applications 401
20 Bayesian Inference of a Dynamic Linear Model with Edgeworth Series Disturbances 423
21 Determining an Optimal Window Size for Modeling Volatility 443
22 SUR Models with Integrated Regressors 469
Pt. 6 Estimation and Inference in Econometric Models
23 Estimating Systems of Stochastic Coefficients Regressions When Some of the Observations Are Missing 491
24 Efficiency Considerations in the Negative Exponential Failure Time Model 513
25 On Specifying Double-Hurdle Models 535
26 Econometric Applications of Generalized Estimating Equations for Panel Data and Extensions to Inference 553
27 Sample Size Requirements for Estimation in SUR Models 575
Pt. 7 Applied Econometrics
28 Semiparametric Panel Data Estimation: An Application to Immigrants' Homelink Effect on U.S. Producer Trade Flows 591
29 Weighting Socioeconomic Indicators of Human Development: A Latent Variable Approach 609
30 A Survey of Recent Work on Identification, Estimation, and Testing of Structural Auction Models 643
31 Asymmetry of Business Cycles: The Markov-Switching Approach 687
Index 711
Read More Show Less

Customer Reviews

Be the first to write a review
( 0 )
Rating Distribution

5 Star


4 Star


3 Star


2 Star


1 Star


Your Rating:

Your Name: Create a Pen Name or

Barnes & Noble.com Review Rules

Our reader reviews allow you to share your comments on titles you liked, or didn't, with others. By submitting an online review, you are representing to Barnes & Noble.com that all information contained in your review is original and accurate in all respects, and that the submission of such content by you and the posting of such content by Barnes & Noble.com does not and will not violate the rights of any third party. Please follow the rules below to help ensure that your review can be posted.

Reviews by Our Customers Under the Age of 13

We highly value and respect everyone's opinion concerning the titles we offer. However, we cannot allow persons under the age of 13 to have accounts at BN.com or to post customer reviews. Please see our Terms of Use for more details.

What to exclude from your review:

Please do not write about reviews, commentary, or information posted on the product page. If you see any errors in the information on the product page, please send us an email.

Reviews should not contain any of the following:

  • - HTML tags, profanity, obscenities, vulgarities, or comments that defame anyone
  • - Time-sensitive information such as tour dates, signings, lectures, etc.
  • - Single-word reviews. Other people will read your review to discover why you liked or didn't like the title. Be descriptive.
  • - Comments focusing on the author or that may ruin the ending for others
  • - Phone numbers, addresses, URLs
  • - Pricing and availability information or alternative ordering information
  • - Advertisements or commercial solicitation


  • - By submitting a review, you grant to Barnes & Noble.com and its sublicensees the royalty-free, perpetual, irrevocable right and license to use the review in accordance with the Barnes & Noble.com Terms of Use.
  • - Barnes & Noble.com reserves the right not to post any review -- particularly those that do not follow the terms and conditions of these Rules. Barnes & Noble.com also reserves the right to remove any review at any time without notice.
  • - See Terms of Use for other conditions and disclaimers.
Search for Products You'd Like to Recommend

Recommend other products that relate to your review. Just search for them below and share!

Create a Pen Name

Your Pen Name is your unique identity on BN.com. It will appear on the reviews you write and other website activities. Your Pen Name cannot be edited, changed or deleted once submitted.

Your Pen Name can be any combination of alphanumeric characters (plus - and _), and must be at least two characters long.

Continue Anonymously

    If you find inappropriate content, please report it to Barnes & Noble
    Why is this product inappropriate?
    Comments (optional)