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

• Record Nr.: UNINA9910812067303321
• Pubbl/distr/stampa: Malden, Mass., : Blackwell, 2001
• ISBN: 1-78268-973-7; 9786610237685; 0-470-99624-2; 0-470-99830-X
• Edizione: [1st ed.]
• Descrizione fisica: 1 online resource (730 pages)
• Collana: Blackwell companions to contemporary economics
• Altri autori (Persone): BaltagiBadi H (Badi Hani)
• Disciplina: 330.015195; 330/.01/5195
• Soggetti: Econometrics; Economics, Mathematical; Econometria; Llibres electrònics
• Lingua di pubblicazione: Inglese
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Note generali: Description based upon print version of record.
• Nota di bibliografia: Includes bibliographical references and index.
• Nota di contenuto: A Companion to Theoretical Econometrics; Contents; List of Figures; List of Tables; List of Contributors; Preface; List of Abbreviations; Introduction; 1 Artificial Regressions; 2 General Hypothesis Testing; 3 Serial Correlation; 4 Heteroskedasticity; 5 Seemingly Unrelated Regression; 6 Simultaneous Equation Model Estimators: Statistical Properties and Practical Implications; 7 Identification in Parametric Models; 8 Measurement Error and Latent Variables; 9 Diagnostic Testing; 10 Basic Elements of Asymptotic Theory; 11 Generalized Method of Moments; 12 Collinearity; 13 Nonnested Hypothesis Testing: An Overview14 Spatial Econometrics; 15 Essentials of Count Data Regression; 16 Panel Data Models; 17 Qualitative Response Models; 18 Self-Selection; 19 Random Coefficient Models; 20 Nonparametric Kernel Methods of Estimation and Hypothesis Testing; 21 Durations; 22 Simulation Based Inference for Dynamic Multinomial Choice Models; 23 Monte Carlo Test Methods in Econometrics; 24 Bayesian Analysis of Stochastic Frontier Models; 25 Parametric and Nonparametric Tests of Limited Domain and Ordered ; Hypotheses in Economics; 26 Spurious Regressions in Econometrics; 27 Forecasting Economic Time Series28 Time Series and Dynamic Models; 29 Unit Roots; 30 Cointegration; 31 Seasonal Nonstationarity and Near-Nonstationarity*; 32 Vector Autoregressions; Index
• Sommario/riassunto: A Companion to Theoretical Econometrics provides a comprehensive reference to the basics of econometrics. This companion 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. Focuses on the foundations of econometrics. Integrates real-world topics encountered by professionals and practitioners. Draws on up-to-date research in areas not covered by s