Surveys in econometrics
著者
書誌事項
Surveys in econometrics
Blackwell, 1995
- : pbk
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注記
Selected articles from the Journal of economic surveys from its inception in 1987, with an update of Adrian Pagan's original 1987 article
Includes bibliographical references and indexes
内容説明・目次
内容説明
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
Debates on econometric methodology
Pre-testing
Diagnostic checks
Cointegration and unit roots
Error correction mechanisms
Nonparametric/semiparametric estimation
This collectioin bridges the gap between a textbook and specialist journal contributions and i a unique resource for advanced undergraduate and postgraduate students on quantitative/econometrics courses.
目次
1. Introduction 2. Three Econometric Methodologies I. 3. Three Econometric Methodologies II. 4. Estimation and Testing in Econometrics. 5. Diagnostics Checks. 6. On Error-Correction Models. 7. Econometric Modelling. 8. On ARCH Models. 9. Nonlinear Time Series. 10 Testing Rational Expectations. 11. Nonparametric & Semi.
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