Screen LibraryA companion to theoretical econometrics
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| Group Author: | |
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| Published: |
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| Literature type: | Electronic eBook |
| Language: | English |
| Series: |
Blackwell companions to contemporary economics
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| Subjects: | |
| Online Access: |
http://onlinelibrary.wiley.com/book/10.1002/9780470996249 |
| Item Description: | Originally published: Malden, Mass. : Blackwell, 2001. |
| Carrier Form: | 1 online resource (xvii, 709 pages) : illustrations. |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: |
1405142073 9781405142076 9781405166386 140516638X 9780470996249 0470996242 |
| Index Number: | HB139 |
| CLC: | F224.0 |
| Contents: |
Artificial regressions / General hypothesis testing / Serial correlation / Heteroskedasticity / Seemingly unrelated regression / Simultaneous equation model estimators: statistical properties and practical implications / Identification in parametric models / Measurement error and latent variables / Diagnostic testing / Basic elements of asymptotic theory / Generalized method of moments / Collinearity / Nonnested hypothesis testing: an overview / Spatial econometrics / Essentials of count data regression / Panel data models / Qualitative response models / Self-selection / Random coefficient models / Nonparametric kernel methods of estimation and hypothesis testing / Durations / Simulation based inference for dynamic multinomial choice models / Monte Carlo test methods in econometrics / Bayesian analysis of stochastic frontier models / Parametric and nonparametric tests of limited domain and ordered hypotheses in economics / Spurious regressions in econometrics / Forecasting economic time series / Time series and dynamic models / Unit roots / Cointegration / Seasonal nonstationarity and near-nonstationarity / Vector autoregressions / |