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A companion to theoretical econometrics / edited by Badi H. Baltagi.

Contributor(s): Material type: TextTextSeries: Blackwell companions to contemporary economicsPublisher: Oxford, UK ; Malden Mass. : Blackwell, 2001Description: xviii, 709 pages ; 26 cmContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 063121254X
  • 9780631212546
Other title:
  • Theoretical econometrics
Subject(s): DDC classification:
  • 330.015195
LOC classification:
  • HB139. C643 2001
Contents:
List of Figures -- List of Tables -- List of Contributors -- Preface -- List of Abbreviations -- Introduction -- 1. Artificial Regressions -- 2. General Hypothesis Testing -- 3. Serial Correlation -- 4. Heteroskedasticity -- 5. Seemingly Unrelated Regression -- 6. Simultaneous Equation Model Estimators: Statistical Properties and Practical Implications -- 7. Identification in Parametric Models -- 8. Measurement Error and Latent Variables -- 9. Diagnostic Testing -- 10. Basic Elements of Asymptotic Theory -- 11. Generalized Method of Moments -- 12. Collinearity -- 13. Nonnested Hypothesis Testing: An Overview -- 14. Spatial Econometrics -- 15. Essentials of Count Data Regression -- 16. Panel Data Models -- 17. Qualitative Response Models -- 18. Self-Selection -- 19. Random Coefficient Models -- 20. Nonparametric Kernel Methods of Estimation and Hypothesis Testing -- 21. Durations -- 22. Simulation Based Inference for Dynamic Multinomial Choice Models -- 23. Monte Carlo Test Methods in Econometrics -- 24. Bayesian Analysis of Stochastic Frontier Models -- 25. Parametric and Nonparametric Tests of Limited Domain and Ordered Hypotheses in Economics -- 26. Spurious Regressions in Econometrics -- 27. Forecasting Economic Time Series -- 28. Time Series and Dynamic Models -- 29. Unit Roots -- 30. Cointegration -- 31. Seasonal Nonstationarity and Near-Nonstationarity -- 32. Vector Autoregressions -- Index.
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Holdings
Item type Current library Call number Copy number Status Date due Barcode
Book City Campus City Campus Main Collection 330.015195 COM (Browse shelf(Opens below)) 1 Available A283963B

A collection of articles by an international group of scholars.

Includes bibliographical references and index.

List of Figures -- List of Tables -- List of Contributors -- Preface -- List of Abbreviations -- Introduction -- 1. Artificial Regressions -- 2. General Hypothesis Testing -- 3. Serial Correlation -- 4. Heteroskedasticity -- 5. Seemingly Unrelated Regression -- 6. Simultaneous Equation Model Estimators: Statistical Properties and Practical Implications -- 7. Identification in Parametric Models -- 8. Measurement Error and Latent Variables -- 9. Diagnostic Testing -- 10. Basic Elements of Asymptotic Theory -- 11. Generalized Method of Moments -- 12. Collinearity -- 13. Nonnested Hypothesis Testing: An Overview -- 14. Spatial Econometrics -- 15. Essentials of Count Data Regression -- 16. Panel Data Models -- 17. Qualitative Response Models -- 18. Self-Selection -- 19. Random Coefficient Models -- 20. Nonparametric Kernel Methods of Estimation and Hypothesis Testing -- 21. Durations -- 22. Simulation Based Inference for Dynamic Multinomial Choice Models -- 23. Monte Carlo Test Methods in Econometrics -- 24. Bayesian Analysis of Stochastic Frontier Models -- 25. Parametric and Nonparametric Tests of Limited Domain and Ordered Hypotheses in Economics -- 26. Spurious Regressions in Econometrics -- 27. Forecasting Economic Time Series -- 28. Time Series and Dynamic Models -- 29. Unit Roots -- 30. Cointegration -- 31. Seasonal Nonstationarity and Near-Nonstationarity -- 32. Vector Autoregressions -- Index.

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