Biblioteca Especializada
La Biblioteca del Banco Central del Uruguay se fundó en 1967, integrándose con una colección de libros proveniente del Banco de la República, que se ha ido incrementando a través de los años, hasta llegar en el momento actual a 7.700 volúmenes aproximadamente, 200 títulos de publicaciones periódicas, bases de datos en CD Rom, publicaciones de organismos nacionales e internacionales y publicaciones producidas por el Banco Central.
La Biblioteca está especializada en Economía, poniendo el énfasis en monetaria, finanzas, estadística, econometría y teoría económica. Además, apoya al Banco Central en sus funciones y está abierta a investigadores externos a la Institución, profesionales y estudiantes de Economía y Finanzas.
Latent Variable Modeling and Applications to Causality
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Contenido :
Embedding common factors in a path model
Measurement, causation and local independence in latent variable models
On the identifiability of nonparametric structural models
Estimating the causal effects of time varying endogenous treatments by G-estimation of structural nested models
Model as instruments, with applications to moment structure analysis
Bias and mean square error of the maximum likelihood estimators of the parameters of the intraclass correlation model
Latent variable growth modeling with multilevel data
High-dimensional full-information item factor analysis
Dynamic factor models for the analysis of ordered categorical panel data
Model fitting procedures for nonlinear factor analysis using the errors-in-variables parametrization
Multivariate regression with errors in variables : issues on asymptotic robustness
Non-iterative fitting of the direct product model for multitrait-multimethod correlation matrices
An EM algorithm for ML factor analysis with missing data
Optimal conditionally umbiased equivariant factor score estimators
Embedding common factors in a path model
Measurement, causation and local independence in latent variable models
On the identifiability of nonparametric structural models
Estimating the causal effects of time varying endogenous treatments by G-estimation of structural nested models
Model as instruments, with applications to moment structure analysis
Bias and mean square error of the maximum likelihood estimators of the parameters of the intraclass correlation model
Latent variable growth modeling with multilevel data
High-dimensional full-information item factor analysis
Dynamic factor models for the analysis of ordered categorical panel data
Model fitting procedures for nonlinear factor analysis using the errors-in-variables parametrization
Multivariate regression with errors in variables : issues on asymptotic robustness
Non-iterative fitting of the direct product model for multitrait-multimethod correlation matrices
An EM algorithm for ML factor analysis with missing data
Optimal conditionally umbiased equivariant factor score estimators
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| Código de barras | Signatura | Tipo de medio | Ubicación | Sección | Estado |
|---|---|---|---|---|---|
| 35395 | 519.535 BERl | Libro | Biblioteca Especializada | Colección general | Disponible |
