A Companion to Theoretical Econometrics (eBook, PDF)

Redaktion: Baltagi, Badi H.

• Format: PDF

Produktbeschreibung

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.

---

Dieser Download kann aus rechtlichen Gründen nur mit Rechnungsadresse in A, B, BG, CY, CZ, D, DK, EW, E, FIN, F, GR, HR, H, IRL, I, LT, L, LR, M, NL, PL, P, R, S, SLO, SK ausgeliefert werden.

Produktdetails

• Verlag: John Wiley & Sons
• Seitenzahl: 736
• Erscheinungstermin: 8. Mai 2008
• Englisch
• ISBN-13: 9780470998304
• Artikelnr.: 38193463

Autorenporträt

Badi H. Baltagi is George Summey, Jr. Professor of Liberal Arts and Professor of Economics at Texas A & M University. He is a fellow and associate editor of the Journal of Econometrics, associate editor of Econometric Reviews, co-editor of Empirical Economics, and a recipient of the Multa Scripsit Award for Econometric Theory. Baltagi has published more than seventy articles in internationally recognized journals, and is the author of three books: Panel Data Analysis (1992), Econometric Analysis of Panel Data (1995), and Econometrics (second edition, 1999).

Inhaltsangabe

List of Figures.

List of Tables.

List of Contributors.

Preface.

Introduction.

1. Artificial Regressions. ( Russell Davidson and James G.MacKinnon).

2. General Hypothesis Testing. (Anil K. Bera and GaminiPremaratne).

3. Serial Correlation. (Maxwell L. King).

4. Heteroskedasticity. (William E. Griffiths).

5. Seemingly Unrelated Regression. (Denzil G. Fiebig).

6. Simultaneous Equation Model Estimators: StatisticalProperties and Practical Implications. (Roberto S. Mariano).

7. Identification in Parametric Models. (Paul Bekker and TomWansbeek).

8. Measurement Error and Latent Variables. (Tom Wansbeek andErik Meijer).

9. Diagnostic Testing. (Jeffrey M. Wooldridge).

10. Basic Elements of Asymptotic Theory. (Benedikt M.Pötscher 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. HashemPesaran and Melvyn Weeks).

14. Spatial Econometrics. (Luc Anselin).

15. Essentials of Count Data Regression. (A. Colin Cameron andPravin 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 HypothesisTesting. (Aman Ullah).

21. Durations. (Christian Gourieroux and Joann Jasiak).

22. Simulation Based Inference for Dynamic Multinomial ChoiceModels. (John Geweke, Daniel Houser and Michael Keane).

23. Monte Carlo Test Methods in Econometrics. (Jean-Marie Dufourand Lynda Khalaf).

24. Bayesian Analysis of Stochastic Frontier Models. (Gary Koopand Mark F.J. Steel).

25. Parametric and Nonparametric Tests of Limited Domain andOrdered 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 FrancescMarmol).

31. Seasonal Nonstationarity and Near-Nonstationarity. (EricGhysels, Denise R. Osborn and Paulo M.M.Rodrigues).

32. Vector Autoregressions. (Helmut Lütkepohl).

Index.

Rezensionen

'In such a rapidly expanding subject as econometrics, it becomes increasingly difficult to do full justice to every field. This book embodies the brilliant notion of having distinguished authorities in each field contribute the chapters. As a supplement to a textbook, or a source of reference in its own right, it represents a superb resource for students and research workers.' James Davidson, Cardiff University