LEADER 03541nam 2200565Ia 450 001 9910812067303321 005 20200520144314.0 010 $a1-78268-973-7 010 $a9786610237685 010 $a0-470-99624-2 010 $a0-470-99830-X 035 $a(CKB)1000000000410167 035 $a(EBL)350897 035 $a(OCoLC)437213928 035 $a(MiAaPQ)EBC350897 035 $a(EXLCZ)991000000000410167 100 $a20000228d2001 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 02$aA companion to theoretical econometrics /$fedited by Badi H. Baltagi 205 $a1st ed. 210 $aMalden, Mass. $cBlackwell$d2001 215 $a1 online resource (730 pages) 225 1 $aBlackwell companions to contemporary economics 300 $aDescription based upon print version of record. 311 $a0-631-21254-X 320 $aIncludes bibliographical references and index. 327 $aA 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 327 $a13 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 327 $a27 Forecasting Economic Time Series28 Time Series and Dynamic Models; 29 Unit Roots; 30 Cointegration; 31 Seasonal Nonstationarity and Near-Nonstationarity*; 32 Vector Autoregressions; Index 330 $aA Companion to Theoretical Econometrics provides a comprehensive reference to the basics of econometrics. This companion focuses on the foundations of the field and at the same time integrates popular topics often encountered by practitioners. The chapters are written by international experts and provide up-to-date research in areas not usually covered by standard econometric texts. Focuses on the foundations of econometrics. Integrates real-world topics encountered by professionals and practitioners. Draws on up-to-date research in areas not covered by s 410 0$aBlackwell companions to contemporary economics. 517 3 $aTheoretical econometrics 606 $aEconometrics 606 $aEconomics, Mathematical 615 0$aEconometrics. 615 0$aEconomics, Mathematical. 676 $a330.015195 676 $a330/.01/5195 701 $aBaltagi$b Badi H$g(Badi Hani)$0140847 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910812067303321 996 $aA Companion to Theoretical Econometrics$94039321 997 $aUNINA