A companion to theoretical econometrics /
Theoretical econometrics
edited by Badi H. Baltagi.
- Malden, Mass. : Blackwell, 2001.
- xviii, 709 p. : ill. ; 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.
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 / Russell Davidson and James G. MacKinnon -- Anil K. Bera and Gamini Premaratne -- Maxwell L. King -- William E. Griffiths -- Denzil G. Fiebig -- Roberto S. Mariano -- Paul Bekker and Tom Wansbeek -- Tom Wansbeek and Erik Meijer -- Jeffrey M. Wooldridge -- Benedikt M. Potscher and Ingmar R. Prucha -- Alastair R. Hall -- R. Carter Hill and Lee C. Adkins -- M. Hashem Pesaran and Melvyn Weeks -- Luc Anselin -- 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12. 13. 14. 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 / A. Colin Cameron and Pravin K. Trivedi -- Cheng Hsiao -- G. S. Maddala and A. Flores-Lagunes -- Lung-fei Lee -- P. A. V. B. Swamy and George S. Tavlas -- Aman Ullah -- Christian Gourieroux and Joann Jasiak -- John Geweke, Daniel Houser and Michael Keane -- Jean-Marie Dufour and Lynda Khalaf -- Gary Koop and Mark F. J. Steel -- Esfandiar Maasoumi -- Clive W. J. Granger -- James H. Stock -- 15. 16. 17. 18. 19. 20. 21. 22. 23. 24. 25. 26. 27. Time Series and Dynamic Models / Unit Roots / Cointegration / Seasonal Nonstationarity and Near-Nonstationarity / Vector Autoregressions / Aris Spanos -- Herman J. Bierens -- Juan J. Dolado, Jesus Gonzalo and Francesc Marmol -- Eric Ghysels, Denise R. Osborn and Paulo M. M. Rodrigues -- Helmut Lutkepohl. 28. 29. 30. 31. 32.
"A Companion to Theoretical Econometrics provides a comprehensive reference to the basics of econometrics. It focuses on the foundations of the field and at the same time integrates popular topics often encountered by practitioners. The chapters are written by international experts and provide up-to-date research in areas not usually covered by standard econometric texts.". "This book is an exceptional text for readers who require a quick access to the foundation theories in this field. Chapters are organized to provide clear information and to point to further readings on the subject."--BOOK JACKET.
063121254X (hc : alk. paper)
00025862
Econometrics.
HB139 / .C643 2001
330/.01/5195
A collection of articles by an international group of scholars.
Includes bibliographical references and index.
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 / Russell Davidson and James G. MacKinnon -- Anil K. Bera and Gamini Premaratne -- Maxwell L. King -- William E. Griffiths -- Denzil G. Fiebig -- Roberto S. Mariano -- Paul Bekker and Tom Wansbeek -- Tom Wansbeek and Erik Meijer -- Jeffrey M. Wooldridge -- Benedikt M. Potscher and Ingmar R. Prucha -- Alastair R. Hall -- R. Carter Hill and Lee C. Adkins -- M. Hashem Pesaran and Melvyn Weeks -- Luc Anselin -- 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12. 13. 14. 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 / A. Colin Cameron and Pravin K. Trivedi -- Cheng Hsiao -- G. S. Maddala and A. Flores-Lagunes -- Lung-fei Lee -- P. A. V. B. Swamy and George S. Tavlas -- Aman Ullah -- Christian Gourieroux and Joann Jasiak -- John Geweke, Daniel Houser and Michael Keane -- Jean-Marie Dufour and Lynda Khalaf -- Gary Koop and Mark F. J. Steel -- Esfandiar Maasoumi -- Clive W. J. Granger -- James H. Stock -- 15. 16. 17. 18. 19. 20. 21. 22. 23. 24. 25. 26. 27. Time Series and Dynamic Models / Unit Roots / Cointegration / Seasonal Nonstationarity and Near-Nonstationarity / Vector Autoregressions / Aris Spanos -- Herman J. Bierens -- Juan J. Dolado, Jesus Gonzalo and Francesc Marmol -- Eric Ghysels, Denise R. Osborn and Paulo M. M. Rodrigues -- Helmut Lutkepohl. 28. 29. 30. 31. 32.
"A Companion to Theoretical Econometrics provides a comprehensive reference to the basics of econometrics. It focuses on the foundations of the field and at the same time integrates popular topics often encountered by practitioners. The chapters are written by international experts and provide up-to-date research in areas not usually covered by standard econometric texts.". "This book is an exceptional text for readers who require a quick access to the foundation theories in this field. Chapters are organized to provide clear information and to point to further readings on the subject."--BOOK JACKET.
063121254X (hc : alk. paper)
00025862
Econometrics.
HB139 / .C643 2001
330/.01/5195