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- catalog abstract ""A Companion to Theoretical Econometrics provides a comprehensive reference to the basics of econometrics. It focuses on the foundations of the field and at the same time integrates popular topics often encountered by practitioners. The chapters are written by international experts and provide up-to-date research in areas not usually covered by standard econometric texts." "This book is an exceptional text for readers who require a quick access to the foundation theories in this field. Chapters are organized to provide clear information and to point to further readings on the subject."--Jacket.".
- catalog alternative "Theoretical econometrics".
- catalog contributor b12131504.
- catalog created "2001.".
- catalog date "2001".
- catalog date "2001.".
- catalog dateCopyrighted "2001.".
- catalog description ""A Companion to Theoretical Econometrics provides a comprehensive reference to the basics of econometrics. It focuses on the foundations of the field and at the same time integrates popular topics often encountered by practitioners. The chapters are written by international experts and provide up-to-date research in areas not usually covered by standard econometric texts." "This book is an exceptional text for readers who require a quick access to the foundation theories in this field. Chapters are organized to provide clear information and to point to further readings on the subject."--Jacket.".
- catalog description "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 --".
- catalog description "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 /".
- catalog description "Includes bibliographical references and index.".
- catalog description "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.".
- catalog extent "xviii, 709 p. :".
- catalog identifier "063121254X (hc : alk. paper)".
- catalog identifier "140510676X (pbk.)".
- catalog isPartOf "Blackwell companions to contemporary economics ; 1.".
- catalog isPartOf "Blackwell companions to contemporary economics".
- catalog issued "2001".
- catalog issued "2001.".
- catalog language "eng".
- catalog publisher "Malden, Mass. : Blackwell,".
- catalog subject "330/.01/5195 21".
- catalog subject "Econometrics.".
- catalog subject "HB139 .C643 2001".
- catalog tableOfContents "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 --".
- catalog tableOfContents "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 /".
- catalog tableOfContents "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.".
- catalog title "A companion to theoretical econometrics / edited by Badi H. Baltagi.".
- catalog title "Theoretical econometrics".
- catalog type "text".