 A Companion to Theoretical Econometrics
ISBN: 978-1-4051-0676-4
Paperback
736 pages
October 2003, Wiley-Blackwell
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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 Gamini Premaratne).
3. Serial Correlation. (Maxwell L. King).
4. Heteroskedasticity. (William E. Griffiths).
5. Seemingly Unrelated Regression. (Denzil G. Fiebig).
6. Simultaneous Equation Model Estimators: Statistical Properties and Practical Implications. (Roberto S. Mariano).
7. Identification in Parametric Models. (Paul Bekker and Tom Wansbeek).
8. Measurement Error and Latent Variables. (Tom Wansbeek and Erik 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. Hashem Pesaran and Melvyn Weeks).
14. Spatial Econometrics. (Luc Anselin).
15. Essentials of Count Data Regression. (A. Colin Cameron and Pravin 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 Hypothesis Testing. (Aman Ullah).
21. Durations. (Christian Gourieroux and Joann Jasiak).
22. Simulation Based Inference for Dynamic Multinomial Choice Models. (John Geweke, Daniel Houser and Michael Keane).
23. Monte Carlo Test Methods in Econometrics. (Jean-Marie Dufour and Lynda Khalaf).
24. Bayesian Analysis of Stochastic Frontier Models. (Gary Koop and Mark F.J. Steel).
25. Parametric and Nonparametric Tests of Limited Domain and Ordered 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 Francesc Marmol).
31. Seasonal Nonstationarity and Near-Nonstationarity. (Eric Ghysels, Denise R. Osborn and Paulo M.M.Rodrigues).
32. Vector Autoregressions. (Helmut Lütkepohl).
Index.
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