A Companion to Theoretical Econometrics
eBook - PDF

A Companion to Theoretical Econometrics

  1. 736 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

A Companion to Theoretical Econometrics

About this book

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 standard econometrics texts.
  • Organized to provide clear, accessible information and point to further readings.

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Yes, you can access A Companion to Theoretical Econometrics by Badi H. Baltagi in PDF and/or ePUB format, as well as other popular books in Economics & Econometrics. We have over one million books available in our catalogue for you to explore.

Information

Publisher
Wiley-Blackwell
Year
2008
Print ISBN
9780631212546
eBook ISBN
9780470998304
Edition
1
Topic
Economics
Subtopic
Econometrics
Index
Economics

Table of contents

  1. A Companion to Theoretical Econometrics
  2. Contents
  3. List of Figures
  4. List of Tables
  5. List of Contributors
  6. Preface
  7. List of Abbreviations
  8. Introduction
  9. 1 Artificial Regressions
  10. 2 General Hypothesis Testing
  11. 3 Serial Correlation
  12. 4 Heteroskedasticity
  13. 5 Seemingly Unrelated Regression
  14. 6 Simultaneous Equation Model Estimators: Statistical Properties and Practical Implications
  15. 7 Identification in Parametric Models
  16. 8 Measurement Error and Latent Variables
  17. 9 Diagnostic Testing
  18. 10 Basic Elements of Asymptotic Theory
  19. 11 Generalized Method of Moments
  20. 12 Collinearity
  21. 13 Nonnested Hypothesis Testing: An Overview
  22. 14 Spatial Econometrics
  23. 15 Essentials of Count Data Regression
  24. 16 Panel Data Models
  25. 17 Qualitative Response Models
  26. 18 Self-Selection
  27. 19 Random Coefficient Models
  28. 20 Nonparametric Kernel Methods of Estimation and Hypothesis Testing
  29. 21 Durations
  30. 22 Simulation Based Inference for Dynamic Multinomial Choice Models
  31. 23 Monte Carlo Test Methods in Econometrics
  32. 24 Bayesian Analysis of Stochastic Frontier Models
  33. 25 Parametric and Nonparametric Tests of Limited Domain and Ordered Hypotheses in Economics
  34. 26 Spurious Regressions in Econometrics
  35. 27 Forecasting Economic Time Series
  36. 28 Time Series and Dynamic Models
  37. 29 Unit Roots
  38. 30 Cointegration
  39. 31 Seasonal Nonstationarity and Near-Nonstationarity*
  40. 32 Vector Autoregressions
  41. Index