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A Companion to Theoretical Econometrics (paperback) By Badi H.Baltagi, (2003) Publisher: Blackwell Publsihing ISBN: 140510676X Pages:736 pages Price: £25.99 + p&p |
| Contents Table of Contents Book Order form |
Table of Contents
1. Artificial Regressions: Russell Davidson and James G. MacKinnon.
2. General Hypothesis Testing: Anil K. Bera and Gamini Premaratne.
3. Serial Correlation: Maxwell L. King.
4. Heteroskedasticity: William E. Griffiths.
5. Seemingly Unrelated Regression: Denzil G. Fiebig.
6. Simultaneous Equation Model Estimators: Statistical Properties and Practical Implications: Roberto S. Mariano.
7. Identification in Parametric Models: Paul Bekker and Tom Wansbeek.
8. Measurement Error and Latent Variables: Tom Wansbeek and Erik Meijer.
9. Diagnostic Testing: Jeffrey M. Wooldridge.
10. Basic Elements of Asymptotic Theory: Benedikt M. Potscher and Ingmar R. Prucha.
11. Generalized Method of Moments: Alastair R. Hall.
12. Collinearity: R. Carter Hill and Lee C. Adkins.
13. Non-nested Hypothesis Testing: An Overview: M. Hashem Pesaran and Melvyn Weeks.
14. Spatial Econometrics: Luc Anselin.
15. Essentials of Count Data Regression: A. Colin Cameron and Pravin K. Trivedi.
16. Panel Data Models: Cheng Hsiao.
17. Qualitative Response Models: G.S. Maddala and A. Flores-Lagunes.
18. Self-Selection: Lung-fei Lee.
19. Random Coefficient Models: P.A.V.B. Swamy and George S. Tavlas.
20. Nonparametric Kernel Methods of Estimation and Hypothesis Testing: Aman Ullah.
21. Durations: Christian Gourieroux and Joann Jasiak.
22. Simulation Based Inference for Dynamic Multinomial Choice Models: John Geweke, Daniel Houser and Michael Keane.
23. Monte Carlo Test Methods in Econometrics: Jean-Marie Dufour and Lynda Khalaf.
24. Bayesian Analysis of Stochastic Frontier Models: Gary Koop and Mark F.J. Steel.
25. Parametric and Nonparametric Tests of Limited Domain and Ordered Hypotheses in Economics: Esfandiar Maasoumi.
26. Spurious Regressions in Econometrics: Clive W.J. Granger.
27. Forecasting Economic Time Series: James H. Stock.
28. Time Series and Dynamic Models: Aris Spanos.
29. Unit Roots: Herman J. Bierens.
30. Cointegration: Juan J. Dolado, Je_us Gonzalo and Francesc Marmol.
31. Seasonal Nonstationarity and Near-Nonstationarity: Eric Ghysels, Denise R. Osborn and Paulo M.M.Rodrigues.
32. Vector Autoregressions: Helmut Lütkepohl .
Index.
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