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

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.