TY  - BOOK
AU  - Baltagi,Badi H.
TI  - A companion to theoretical econometrics
T2  - Blackwell companions to contemporary economics
SN  - 063121254X
AV  - HB139. C643 2001
U1  - 330.015195 
PY  - 2001///
CY  - Oxford, UK, Malden Mass.
PB  - Blackwell
KW  - Econometrics
N1  - 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
ER  -