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Surveys in Econometrics
Les Oxley (Edited by), L Oxley (Author), Donald A. R. George (Edited by), Colin J. Roberts (Edited by), Stuart Sayer (Edited by)
9780631190653, Wiley
Paperback / softback, published 24 December 1994
420 pages
25 x 20 x 1.5 cm, 0.68 kg
Surveys in Econometrics This book comprises ten carefully chosen, up-to-date and comprehensive surveys on econometrics taken from the prestigious Journal of Economic Surveys. The contributions are accessible to technically competent students and those wishing to develop an interest in current econometric issues. Issues covered include This collection bridges the gap between a textbook and specialist journal contributions and is a unique resource for advanced undergraduate and postgraduate students on quantitative/econometrics courses.
Preface vi 1 Introduction 1 2 Three Econometric Methodologies: A Critical Appraisal 9 Three Econometric Methodologies: An Update 30 4 Pre-Test Estimation and Testing in Econometrics: Recent Developments 42 5 Sherlock Holmes and the Search for Truth: A Diagnostic Tale 91 6 On Error Correction Models: Specification, Interpretation, Estimation 139 7 Econometric Modelling using Cointegrated Time Series 171 8 On ARCH Models: Properties, Estimation and Testing 215 9 Nonlinear Time Series Models in Economics 273 10 Testing the Rational Expectations Hypothesis in Macroeconometric Models with Unobserved Variables 299 11 Nonparametric and Semiparametric Methods for Economic Research 350 Author Index 397 Subject Index 408
Les Oxley and Colin Roberts
Adrian Pagan
Adrian Pagan
Judith Giles and David Giles
Michael McAleer
George Alogoskoufis and Ron Smith
Vito Antonio Muscatelli and Stan Hurn
Anil Bera and Matthew Higgins
Terence Mills
Les Oxley and Michael McAleer
Miguel Delgado and Peter Robinson
Subject Areas: Economics [KC]
