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Record Nr. |
UNINA9910812067303321 |
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Titolo |
A companion to theoretical econometrics / / edited by Badi H. Baltagi |
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Pubbl/distr/stampa |
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Malden, Mass., : Blackwell, 2001 |
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ISBN |
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1-78268-973-7 |
9786610237685 |
0-470-99624-2 |
0-470-99830-X |
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Edizione |
[1st ed.] |
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Descrizione fisica |
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1 online resource (730 pages) |
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Collana |
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Blackwell companions to contemporary economics |
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Altri autori (Persone) |
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BaltagiBadi H (Badi Hani) |
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Disciplina |
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Soggetti |
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Econometrics |
Economics, Mathematical |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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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 |
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