A companion to theoretical econometrics / edited by Badi H. Baltagi.
Material type: TextSeries: Blackwell companions to contemporary economicsPublisher: Oxford, UK ; Malden Mass. : Blackwell, 2001Description: xviii, 709 pages ; 26 cmContent type:- text
- unmediated
- volume
- 063121254X
- 9780631212546
- Theoretical econometrics
- 330.015195
- HB139. C643 2001
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 |
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330.015195 BAL Econometric analysis of panel data / | 330.015195 CAM Microeconometrics using Stata / | 330.015195 CHA New directions in econometric practice : general to specific modelling, cointegration, and vector autoregression / | 330.015195 COM A companion to theoretical econometrics / | 330.015195 DAV Econometric theory and methods / | 330.015195 DOA Applied statistics in business and economics / | 330.015195 DOU Introduction to econometrics / |
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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