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

Colaborador(es): Tipo de material: TextoTextoSeries Blackwell companions to contemporary economics | Blackwell companions to contemporary economicsEditor: Malden, MA : Blackwell Pub., 2003Descripción: xvii, 709 páginas : ilustraciones ; 25 cmTipo de contenido:
  • texto
Tipo de medio:
  • no mediado
Tipo de soporte:
  • volumen
ISBN:
  • 063121254X
  • 140510676X
  • 9780631212546
  • 9781405106764
Tema(s): Clasificación CDD:
  • 330.015195 C737 2003
Contenidos:
_ 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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Tipo de ítem Biblioteca actual Colección Signatura topográfica Estado Notas Fecha de vencimiento Código de barras Reserva de ítems
Libro Biblioteca Central Colección General 330.015195 C737 2003 (Navegar estantería(Abre debajo)) Disponible GEN 33409002812356
Total de reservas: 0

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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