A Companion to Theoretical Econometrics (Blackwell Companions to Contemporary Economics)

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. A Companion To Theoretical Econometrics Provides A Comprehensive Reference To The Basics Of Econometrics. It 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. This Book Is An Exceptional Text For Readers Who Require A Quick Access To The Foundation Theories In This Field. Chapters Are Organized To Provide Clear Information And To Point To Further Readings On The Subject.--jacket. Artificial Regressions / Russell Davidson And James G. Mackinnon -- General Hypothesis Testing / Anil K. Bera And Gamini Premaratne -- Serial Correlation / Maxwell L. King -- Heteroskedasticity / William E. Griffiths -- Seemingly Unrelated Regression / Denzil G. Fiebig -- Simultaneous Equation Model Estimators: Statistical Properties And Practical Implications / Roberto S. Mariano -- Identification In Parametric Models / Paul Bekker And Tom Wansbeek -- Measurement Error And Latent Variables / Tom Wansbeek And Erik Meijer -- Diagnostic Testing / Jeffrey M. Wooldridge -- Basic Elements Of Asymptotic Theory / Benedikt M. Pötscher And Ingmar R. Prucha -- Generalized Method Of Moments / Alastair R. Hall -- Collinearity / R. Carter Hill And Lee C. Adkins -- Nonnested Hypothesis Testing: An Overview / M. Hashem Pesaran And Melvyn Weeks -- Spatial Econometrics / Luc Anselin -- Essentials Of Count Data Regression / A. Colin Cameron And Pravin K. Trivedi -- Panel Data Models / Cheng Hsiao -- Qualitative Response Models / G.s. Maddala And A. Flores-lagunes -- Self-selection / Lung-fei Lee -- Random Coefficient Models / P.a.v.b. Swamy And George S. Tavlas -- Nonparametric Kernel Methods Of Estimation And Hypothesis Testing / Aman Ullah -- Durations / Christian Gouriéroux And Joann Jasiak -- Simulation Based Inference For Dynamic Multinomial Choice Models / John Geweke, Daniel Hauser And Michael Keane -- Monte Carlo Test Methods In Econometrics / Jean-marie Dufour And Lydia Khalaf -- Bayesian Analysis Of Stochastic Frontier Models / Gary Koop And Mark F.j. Steel -- Parametric And Nonparametric Tests Of Limited Domain And Ordered Hypotheses In Economics / Esfandiar Maasoumi -- Spurious Regressions In Econometrics / Clive W.j. Granger -- Forecasting Economic Time Series / James H. Stock -- Time Series And Dynamic Models / Aris Spanos -- Unit Roots / Herman J. Bierens -- Cointegration / Juan J. Dolado, Jesús Gonzalo And Francesc Marmol -- Seasonal Nonstationarity And Near-nonstationarity / Eric Ghysels, Denise R. Osborn And Paulo M.m. Rodrigues -- Vector Autoregressions / Helmut Lütkepohl. Edited By Badi H. Baltagi. Series Numbered Retrospectively. Includes Bibliographical References And Index. i-xviii.pdf......Page 1 00: Introduction......Page 19 16-37.pdf......Page 34 38-61.pdf......Page 56 62-81.pdf......Page 80 82-100.pdf......Page 100 101-121.pdf......Page 119 122-141.pdf......Page 140 144-161.pdf......Page 162 162-179.pdf......Page 180 180-200.pdf......Page 198 201-229.pdf......Page 219 230-255.pdf......Page 248 12: Collinearity......Page 269 279-309.pdf......Page 292 310-330.pdf......Page 323 331-348.pdf......Page 344 349-365.pdf......Page 362 366-382.pdf......Page 379 383-409.pdf......Page 396 410-428.pdf......Page 423 429-443.pdf......Page 442 444-465.pdf......Page 457 466-493.pdf......Page 479 494-519.pdf......Page 507 520-537.pdf......Page 533 538-556.pdf......Page 551 557-561.pdf......Page 570 562-584.pdf......Page 575 585-609.pdf......Page 598 610-633.pdf......Page 623 634-654.pdf......Page 647 655-677.pdf......Page 668 678-699.pdf......Page 691 700-709.pdf......Page 713 Annotation 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. A Companion to Theoretical Econometrics provides a comprehensive reference to the basics of econometrics. It 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. This book is an exceptional reference for readers who require quick access to the foundation theories in this field. Chapters are organized to provide clear information and to point to further readings on the subject. All popular nonlinear estimation methods, including nonlinear least squares (NLS), maximum likelihood (ML), and the generalized method of moments (GMM), yield estimators which are asymptotically linear.