{"product_id":"a-companion-to-theoretical-econometrics-hardback-9780631212546","title":"A Companion to Theoretical Econometrics (Hardback) 9780631212546","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003eA Companion to Theoretical Econometrics\u003c\/font\u003e\u003cbr\u003e\r\n\r\n\r\n\r\n\r\n\r\n\u003c\/p\u003e\n\u003cp\u003e\u003cfont size=\"4\"\u003eBadi H. Baltagi (Edited by), Baltagi (Author)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9780631212546, Wiley\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eHardback, published 12 January 2001\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e730 pages\u003cbr\u003e25.4 x 17.8 x 4.5 cm, 1.388 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cem\u003e\u003cfont size=\"3\"\u003e‘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.’ \u003ci\u003eJames Davidson, Cardiff University\u003c\/i\u003e\u003c\/font\u003e\u003c\/em\u003e\u003c\/p\u003e\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\u003e\u003cp\u003e\u003ci\u003eA Companion to Theoretical Econometrics\u003c\/i\u003e 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.\u003c\/p\u003e \u003cul\u003e \u003cli\u003eFocuses on the foundations of econometrics.\u003c\/li\u003e \u003cli\u003eIntegrates real-world topics encountered by professionals and practitioners.\u003c\/li\u003e \u003cli\u003eDraws on up-to-date research in areas not covered by standard econometrics texts.\u003c\/li\u003e \u003cli\u003eOrganized to provide clear, accessible information and point to further readings.\u003c\/li\u003e \u003c\/ul\u003e\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e\u003cp\u003eList of Figures viii\u003c\/p\u003e \u003cp\u003eList of Tables ix\u003c\/p\u003e \u003cp\u003eList of Contributors x\u003c\/p\u003e \u003cp\u003ePreface xii\u003c\/p\u003e \u003cp\u003eList of Abbreviations xiv\u003c\/p\u003e \u003cp\u003eIntroduction 1\u003c\/p\u003e \u003cp\u003e1 Artificial Regressions 16\u003cbr\u003e\u003ci\u003eRussell Davidson and James G. MacKinnon\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e2 General Hypothesis Testing 38\u003cbr\u003e\u003ci\u003eAnil K. Bera and Gamini Premaratne\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e3 Serial Correlation 62\u003cbr\u003e\u003ci\u003eMaxwell L. King\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e4 Heteroskedasticity 82\u003cbr\u003e\u003ci\u003eWilliam E. Griffiths\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e5 Seemingly Unrelated Regression 101\u003cbr\u003e\u003ci\u003eDenzil G. Fiebig\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e6 Simultaneous Equation Model Estimators: Statistical Properties and Practical Implications 122\u003cbr\u003e\u003ci\u003eRoberto S. Mariano\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e7 Identification in Parametric Models 144\u003cbr\u003e\u003ci\u003ePaul Bekker and Tom Wansbeek\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e8 Measurement Error and Latent Variables 162\u003cbr\u003e\u003ci\u003eTom Wansbeek and Erik Meijer\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e9 Diagnostic Testing 180\u003cbr\u003e\u003ci\u003eJeffrey M. Wooldridge\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e10 Basic Elements of Asymptotic Theory 201\u003cbr\u003e\u003ci\u003eBenedikt M. Pötscher and Ingmar R. Prucha\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e11 Generalized Method of Moments 230\u003cbr\u003e\u003ci\u003eAlastair R. Hall\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e12 Collinearity 256\u003cbr\u003e\u003ci\u003eR. Carter Hill and Lee C. Adkins\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e13 Nonnested Hypothesis Testing: An Overview 279\u003cbr\u003e\u003ci\u003eM. Hashem Pesaran and Melvyn Weeks\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e14 Spatial Econometrics 310\u003cbr\u003e\u003ci\u003eLuc Anselin\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e15 Essentials of Count Data Regression 331\u003cbr\u003e\u003ci\u003eA. Colin Cameron and Pravin K. Trivedi\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e16 Panel Data Models 349\u003cbr\u003e\u003ci\u003eCheng Hsiao\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e17 Qualitative Response Models 366\u003cbr\u003e\u003ci\u003eG.S. Maddala and A. Flores-Lagunes\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e18 Self-Selection 383\u003cbr\u003e\u003ci\u003eLung-fei Lee\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e19 Random Coefficient Models 410\u003cbr\u003e\u003ci\u003eP.A.V.B. Swamy and George S. Tavlas\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e20 Nonparametric Kernel Methods of Estimation and Hypothesis Testing 429\u003cbr\u003e\u003ci\u003eAman Ullah\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e21 Durations 444\u003cbr\u003e\u003ci\u003eChristian Gouriéroux and Joann Jasiak\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e22 Simulation Based Inference for Dynamic Multinomial Choice Models 466\u003cbr\u003e\u003ci\u003eJohn Geweke, Daniel Houser, and Michael Keane\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e23 Monte Carlo Test Methods in Econometrics 494\u003cbr\u003e\u003ci\u003eJean-Marie Dufour and Lynda Khalaf\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e24 Bayesian Analysis of Stochastic Frontier Models 520\u003cbr\u003e\u003ci\u003eGary Koop and Mark F.J. Steel\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e25 Parametric and Nonparametric Tests of Limited Domain and Ordered Hypotheses in Economics 538\u003cbr\u003e\u003ci\u003eEsfandiar Maasoumi\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e26 Spurious Regressions in Econometrics 557\u003cbr\u003e\u003ci\u003eClive W.J. Granger\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e27 Forecasting Economic Time Series 562\u003cbr\u003e\u003ci\u003eJames H. Stock\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e28 Time Series and Dynamic Models 585\u003cbr\u003e\u003ci\u003eAris Spanos\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e29 Unit Roots 610\u003cbr\u003e\u003ci\u003eHerman J. Bierens\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e30 Cointegration 634\u003cbr\u003e\u003ci\u003eJuan J. Dolado, Jesús Gonzalo, and Francesc Marmol\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e31 Seasonal Nonstationarity and Near-Nonstationarity 655\u003cbr\u003e\u003ci\u003eEric Ghysels, Denise R. Osborn, and Paulo M.M. Rodrigues\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e32 Vector Autoregressions 678\u003cbr\u003e\u003ci\u003eHelmut Lütkepohl\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003eIndex 700\u003c\/p\u003e\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Economics [\u003ca title=\"See our other books on Economics\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Economics%20%5BKC%5D%22\"\u003eKC\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"Wiley-Blackwell","offers":[{"title":"Brand New","offer_id":52316814803224,"sku":"9780631212546","price":155.99,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/files\/9780631212546.jpg?v=1781826428","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/a-companion-to-theoretical-econometrics-hardback-9780631212546","provider":"Freshly Printed Books","version":"1.0","type":"link"}