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

Format:

Book

Contributor:

Baltagi, Badi H. (Badi Hani)

Series:

Blackwell companions to contemporary economics.

Blackwell companions to contemporary economics

Language:

English

Subjects (All):

Econometrics.

Economics, Mathematical.

Physical Description:

1 online resource (730 pages)

Edition:

1st ed.

Other Title:

Theoretical econometrics

Place of Publication:

Malden, Mass. : Blackwell, 2001.

Summary:

A Companion to Theoretical Econometrics provides a comprehensive reference to the basics of econometrics. This companion 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. Focuses on the foundations of econometrics. Integrates real-world topics encountered by professionals and practitioners. Draws on up-to-date research in areas not covered by s

Contents:

A Companion to Theoretical Econometrics; 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 Overview14 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 Series28 Time Series and Dynamic Models; 29 Unit Roots; 30 Cointegration; 31 Seasonal Nonstationarity and Near-Nonstationarity*; 32 Vector Autoregressions; Index

Notes:

Description based upon print version of record.

Includes bibliographical references and index.

ISBN:

9786610237685

9781782689737

1782689737

9780470996249

0470996242

9780470998304

047099830X

OCLC:

184983598