A companion to theoretical econometrics /
Theoretical econometrics
edited by Badi H. Baltagi.
- xviii, 709 pages ; 26 cm.
- Blackwell companions to contemporary economics .
- Blackwell companions to contemporary economics. .
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 -- Artificial Regressions -- General Hypothesis Testing -- Serial Correlation -- Heteroskedasticity -- Seemingly Unrelated Regression -- Simultaneous Equation Model Estimators: Statistical Properties and Practical Implications -- Identification in Parametric Models -- Measurement Error and Latent Variables -- Diagnostic Testing -- Basic Elements of Asymptotic Theory -- Generalized Method of Moments -- Collinearity -- Nonnested Hypothesis Testing: An Overview -- Spatial Econometrics -- Essentials of Count Data Regression -- Panel Data Models -- Qualitative Response Models -- Self-Selection -- Random Coefficient Models -- Nonparametric Kernel Methods of Estimation and Hypothesis Testing -- Durations -- Simulation Based Inference for Dynamic Multinomial Choice Models -- Monte Carlo Test Methods in Econometrics -- Bayesian Analysis of Stochastic Frontier Models -- Parametric and Nonparametric Tests of Limited Domain and Ordered Hypotheses in Economics -- Spurious Regressions in Econometrics -- Forecasting Economic Time Series -- Time Series and Dynamic Models -- Unit Roots -- Cointegration -- Seasonal Nonstationarity and Near-Nonstationarity -- Vector Autoregressions -- Index. 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12. 13. 14. 15. 16. 17. 18. 19. 20. 21. 22. 23. 24. 25. 26. 27. 28. 29. 30. 31. 32.