A companion to theoretical econometrics / edited by Badi H. Baltagi.
Tipo de material: TextoSeries Blackwell companions to contemporary economics | Blackwell companions to contemporary economicsEditor: Malden, MA : Blackwell Pub., 2003Descripción: xvii, 709 páginas : ilustraciones ; 25 cmTipo de contenido:- texto
- no mediado
- volumen
- 063121254X
- 140510676X
- 9780631212546
- 9781405106764
- 330.015195 C737 2003
Tipo de ítem | Biblioteca actual | Colección | Signatura topográfica | Estado | Notas | Fecha de vencimiento | Código de barras | Reserva de ítems | |
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Libro | Biblioteca Central | Colección General | 330.015195 C737 2003 (Navegar estantería(Abre debajo)) | Disponible | GEN | 33409002812356 |
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330.015195 C313a 2001 Análisis econométrico con EViews / | 330.015195 C472n 1997 New directions in econometric practice : general to specific modelling, cointegration, and vector autoregression / | 330.015195 C652 2003 Co-integration, error correction, and the econometric analysis of non-stationary data / | 330.015195 C737 2003 A companion to theoretical econometrics / | 330.015195 D128i 1977 Introducción a la econometría / | 330.015195 D611 1990 Disaggregation in econometric modelling / | 330.015195 E19 1997 The econometrics of economic policy / |
Originally published: Malden, Mass. : Blackwell, 2001.
Incluye bibliografía.
_ A. Colin Cameron and Pravin K. Trivedi -- Panel data models / Cheng Hsiao -- Qualitative response models / G.S. Maddala and A. Flores-Lagunes -- Self-selection / Lung-fei Lee -- Random coefficient models / P.A.V.B. Swamy and George S. Tavlas -- Nonparametric kernel methods of estimation and hypothesis testing / Aman Ullah -- Durations / Christian Gouriéroux and Joann Jasiak -- Simulation based inference for dynamic multinomial choice models / John Geweke, Daniel Hauser and Michael Keane -- Monte Carlo test methods in econometrics / Jean-Marie Dufour and Lydia Khalaf -- Bayesian analysis of stochastic frontier models / Gary Koop and Mark F.J. Steel -- Parametric and nonparametric tests of limited domain and ordered hypotheses in economics / Esfandiar Maasoumi -- Spurious regressions in econometrics / Clive W.J. Granger -- Forecasting economic time series / James H. Stock -- Time series and dynamic models / Aris Spanos --
_ Artificial regressions / Russell Davidson and James G. MacKinnon -- General hypothesis testing / Anil K. Bera and Gamini Premaratne -- Serial correlation / Maxwell L. King -- Heteroskedasticity / William E. Griffiths -- Seemingly unrelated regression / Denzil G. Fiebig -- Simultaneous equation model estimators: statistical properties and practical implications / Roberto S. Mariano -- Identification in parametric models / Paul Bekker and Tom Wansbeek -- Measurement error and latent variables / Tom Wansbeek and Erik Meijer -- Diagnostic testing / Jeffrey M. Wooldridge -- Basic elements of asymptotic theory / Benedikt M. Pötscher and Ingmar R. Prucha -- Generalized method of moments / Alastair R. Hall -- Collinearity / R. Carter Hill and Lee C. Adkins -- Nonnested hypothesis testing: an overview / M. Hashem Pesaran and Melvyn Weeks -- Spatial econometrics / Luc Anselin -- Essentials of count data regression /
_ Unit roots / Herman J. Bierens -- Cointegration / Juan J. Dolado, Jesús Gonzalo and Francesc Marmol -- Seasonal nonstationarity and near-nonstationarity / Eric Ghysels, Denise R. Osborn and Paulo M.M. Rodrigues -- Vector autoregressions / Helmut Lütkepohl.
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