Cover -- Half-title -- Title -- Copyright -- Dedication -- Contents -- List of figures -- List of tables -- List of contributors -- Preface -- Acknowledgements -- Michael Magdalinos 1949-2002 -- Introduction -- 1 Conditional Heteroskedasticity Models with Pearson Family Disturbances -- 1...

Many studies in econometric theory are supplemented by Monte Carlo simulation investigations. These illustrate the properties of alternative inference techniques when applied to samples drawn from mostly entirely synthetic data generating processes. They should provide information on how...