Surveys in Econometrics
Blackwell Publishers
Published on 30. November 1994
Book
Hardback
400 pages
978-0-631-19832-1 (ISBN)
Description
This work comprises ten surveys on econometrics taken from the "Journal of Economic Surveys". The contributions are designed to be accessible to technically competent students, but the volume is aimed primarily at those wishing to develop an interest in current econometric issues. Ranging from debates on econometric methodology through issues of pre-testing, diagnostic checks, co-integration and unit roots, error-correction mechanisms and non-semiparametric estimation, this collection provides a resource for advanced undergraduate and postgraduate students on quantitative/econometrics courses.
More details
Language
English
Place of publication
Oxford
United Kingdom
Publishing group
John Wiley and Sons Ltd
Target group
College/higher education
Dimensions
Height: 229 mm
Width: 152 mm
ISBN-13
978-0-631-19832-1 (9780631198321)
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Schweitzer Classification
Persons
Content
Three econometric methodologies - I, II; estimation and testing in econometrics; diagnostics checks; on error-correction models; econometric modelling; on ARCH models; nonlinear time series; testing rational expectations; nonparametric and semi.