A companion to theoretical econometrics /
A companion to theoretical econometrics /
edited by Badi H. Baltagi.
- xvii, 709 páginas : ilustraciones ; 25 cm.
- Blackwell companions to contemporary economics .
- Blackwell companions to contemporary economics. .
Originally published: Malden, Mass. : Blackwell, 2001.
Incluye bibliografía.
_ 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 / 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 Gouriéroux and Joann Jasiak -- John Geweke, Daniel Hauser and Michael Keane -- Jean-Marie Dufour and Lydia Khalaf -- Gary Koop and Mark F.J. Steel -- Esfandiar Maasoumi -- Clive W.J. Granger -- James H. Stock -- Aris Spanos -- _ 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 / 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. Pötscher and Ingmar R. Prucha -- Alastair R. Hall -- R. Carter Hill and Lee C. Adkins -- M. Hashem Pesaran and Melvyn Weeks -- Luc Anselin -- _ Unit roots / Cointegration / Seasonal nonstationarity and near-nonstationarity / Vector autoregressions / Herman J. Bierens -- Juan J. Dolado, Jesús Gonzalo and Francesc Marmol -- Eric Ghysels, Denise R. Osborn and Paulo M.M. Rodrigues -- Helmut Lütkepohl.
063121254X 140510676X 9780631212546 9781405106764
Econometría.
330.015195 / C737 2003
Originally published: Malden, Mass. : Blackwell, 2001.
Incluye bibliografía.
_ 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 / 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 Gouriéroux and Joann Jasiak -- John Geweke, Daniel Hauser and Michael Keane -- Jean-Marie Dufour and Lydia Khalaf -- Gary Koop and Mark F.J. Steel -- Esfandiar Maasoumi -- Clive W.J. Granger -- James H. Stock -- Aris Spanos -- _ 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 / 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. Pötscher and Ingmar R. Prucha -- Alastair R. Hall -- R. Carter Hill and Lee C. Adkins -- M. Hashem Pesaran and Melvyn Weeks -- Luc Anselin -- _ Unit roots / Cointegration / Seasonal nonstationarity and near-nonstationarity / Vector autoregressions / Herman J. Bierens -- Juan J. Dolado, Jesús Gonzalo and Francesc Marmol -- Eric Ghysels, Denise R. Osborn and Paulo M.M. Rodrigues -- Helmut Lütkepohl.
063121254X 140510676X 9780631212546 9781405106764
Econometría.
330.015195 / C737 2003