TY  - BOOK
AU  - Baltagi,Badi Hani
TI  - A companion to theoretical econometrics
T2  - Blackwell companions to contemporary economics
SN  - 063121254X
U1  - 330.015195 
PY  - 2003///
CY  - Malden, MA
PB  - Blackwell Pub.
KW  - Econometría
N1  - 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
ER  -