bibliographie - pearson · 2014. 9. 10. · to nonnormality. »econometrica, 50 ... ting linear...

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Bibliographie Abowd, J., et H. Farber. « Job Queues and Union Status of Workers. »Industrial and Labor Rela- tions Review, 35, 1982, pp. 354–367. Abramovitz, M., et I. Stegun. Handbook of Ma- thematical Functions. New York : Dover Press, 1971. Abrevaya, J., « The Equivalence of Two Estima- tors of the Fixed Effects Logit Model. »Econo- mics Letters, 55, 1997, pp. 41–43. Abrevaya, J. et J. Huang, « On the Bootstrap of the Maximum Score Estimator. »Econometrica, 73, 4, 2005, pp. 1175–1204. Achen, C., « Two-Step Hierarchical Esti- mation : Beyond Regression Analysis. » Political Analysis, 13, 4, 2005 pp. 447–456. Affleck-Graves, J., et B. McDonald. « Nonnorma- lities and Tests of Asset Pricing Theories. »Jour- nal of Finance, 44, 1989, pp. 889–908. Afifi, T., et R. Elashoff. « Missing Observations in Multivariate Statistics. »Journal of the American Statistical Association, 61, 1966, pp. 595–604. Afifi, T., et R. Elashoff. « Missing Observations in Multivariate Statistics. »Journal of the Ame- rican Statistical Association, 62, 1967, pp. 10–29. Ahn, S., et P. Schmidt. « Efficient Es- timation of Models for Dynamic Panel Data. »Journal of Econometrics, 68, 1, 1995, pp. 5–28. Aigner, D. « MSE Dominance of Least Squares with Errors of Observation. »Journal of Econo- metrics, 2, 1974, pp. 365–372. Aigner, D., K. Lovell, et P. Schmidt. « Formula- tion and Estimation of Stochastic Frontier Pro- duction Models. »Journal of Econometrics, 6, 1977, pp. 21–37. Aitchison, J., et J. Brown. The Lognormal Distri- bution with Special Reference to Its Uses in Eco- nomics. New York : Cambridge University Press, 1969. Aitken, A. C. « On Least Squares and Linear Combinations of Observations. »Proceedings of the Royal Statistical Society, 55, 1935, pp. 42– 48. Akaike, H. « Information Theory and an Ex- tension of the Maximum Likelihood Principle. » In B. Petrov and F. Csake, eds., Second In- ternational Symposium on Information Theory. Budapest : Akademiai Kiado, 1973. Akin, J., D. Guilkey, et R. Sickles, « A Random Coefficient Probit Model with an Application to a Study of Migration. »Journal of Econometrics, 11, 1979, pp. 233–246. Albert, J., et S. Chib. « Bayesian Analysis of Binary and Polytomous Response Data. »Jour- nal of the American Statistical Association, 88, 1993a, pp. 669–679. Albert, J., et S. Chib. « Bayes Inference via Gibbs Sampling of Autoregressive Time Series Subject to Markov Mean and Variance Shifts. »Journal of Business and Economic Statistics, 11, 1993b, pp. 1–15. Aldrich, J., et F. Nelson. Linear Probability, Lo- git, and Probit Models. Beverly Hills : Sage Pu- blications, 1984. Ali, M., et C. Giaccotto. « A Study of Several New and Existing Tests for Heteroscedasticity in the General Linear Model. »Journal of Econome- trics, 26, 1984, pp. 355–374. Allenby, G., et J. Ginter. « The Effects of In-Store Displays and Feature Advertising on Considera- © 2011 Pearson France _ Principes d'économétrie, 7e édition

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Page 1: Bibliographie - Pearson · 2014. 9. 10. · to Nonnormality. »Econometrica, 50 ... ting Linear Models with Multiple Structural ... ror of Multistep Prediction from the Regression

“econometric” — 2012/1/12 — 16:19 — page 1 — #1✐

Bibliographie

Abowd, J., et H. Farber. « Job Queues and UnionStatus of Workers. »Industrial and Labor Rela-tions Review, 35, 1982, pp. 354–367.

Abramovitz, M., et I. Stegun. Handbook of Ma-thematical Functions. New York : Dover Press,1971.

Abrevaya, J., « The Equivalence of Two Estima-tors of the Fixed Effects Logit Model. »Econo-mics Letters, 55, 1997, pp. 41–43.

Abrevaya, J. et J. Huang, « On the Bootstrap ofthe Maximum Score Estimator. »Econometrica,73, 4, 2005, pp. 1175–1204.

Achen, C., « Two-Step Hierarchical Esti-mation : Beyond Regression Analysis. »Political Analysis, 13, 4, 2005 pp. 447–456.

Affleck-Graves, J., et B. McDonald. « Nonnorma-lities and Tests of Asset Pricing Theories. »Jour-nal of Finance, 44, 1989, pp. 889–908.

Afifi, T., et R. Elashoff. « Missing Observations inMultivariate Statistics. »Journal of the AmericanStatistical Association, 61, 1966, pp. 595–604.

Afifi, T., et R. Elashoff. « Missing Observationsin Multivariate Statistics. »Journal of the Ame-rican Statistical Association, 62, 1967, pp. 10–29.

Ahn, S., et P. Schmidt. « Efficient Es-timation of Models for Dynamic PanelData. »Journal of Econometrics, 68, 1, 1995,pp. 5–28.

Aigner, D. « MSE Dominance of Least Squareswith Errors of Observation. »Journal of Econo-metrics, 2, 1974, pp. 365–372.

Aigner, D., K. Lovell, et P. Schmidt. « Formula-tion and Estimation of Stochastic Frontier Pro-duction Models. »Journal of Econometrics, 6,1977, pp. 21–37.

Aitchison, J., et J. Brown. The Lognormal Distri-bution with Special Reference to Its Uses in Eco-

nomics. New York : Cambridge University Press,1969.

Aitken, A. C. « On Least Squares and LinearCombinations of Observations. »Proceedings ofthe Royal Statistical Society, 55, 1935, pp. 42–48.

Akaike, H. « Information Theory and an Ex-tension of the Maximum Likelihood Principle. »In B. Petrov and F. Csake, eds., Second In-ternational Symposium on Information Theory.Budapest : Akademiai Kiado, 1973.

Akin, J., D. Guilkey, et R. Sickles, « A RandomCoefficient Probit Model with an Application toa Study of Migration. »Journal of Econometrics,11, 1979, pp. 233–246.

Albert, J., et S. Chib. « Bayesian Analysis ofBinary and Polytomous Response Data. »Jour-nal of the American Statistical Association, 88,1993a, pp. 669–679.

Albert, J., et S. Chib. « Bayes Inference via GibbsSampling of Autoregressive Time Series Subjectto Markov Mean and Variance Shifts. »Journalof Business and Economic Statistics, 11, 1993b,pp. 1–15.

Aldrich, J., et F. Nelson. Linear Probability, Lo-git, and Probit Models. Beverly Hills : Sage Pu-blications, 1984.

Ali, M., et C. Giaccotto. « A Study of SeveralNew and Existing Tests for Heteroscedasticity inthe General Linear Model. »Journal of Econome-trics, 26, 1984, pp. 355–374.

Allenby, G., et J. Ginter. « The Effects of In-StoreDisplays and Feature Advertising on Considera-

© 2011 Pearson France _ Principes d'économétrie, 7e édition

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2 References

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