Resumen del libro

Reseña: 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

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indice: 1. Artificial Regressions. 2. General Hypothesis Testing. 3. Serial Correlation. 4. Heteroskedasticity. 5. Seemingly Unrelated Regression. 6. Simultaneous Equation Model Estimators: Statistical Properties and Practical Implications: . 7. Identification in Parametric Models. 8. Measurement Error and Latent Variables. 9. Diagnostic Testing. 10. Basic Elements of Asymptotic Theory. 11. Generalized Method of Moments. 12. Collinearity. 13. Non-nested Hypothesis Testing. 14. Spatial Econometrics. 15. Essentials of Count Data Regression
16. Panel Data Models. 17. Qualitative Response Models. 18. Self-Selection. 19. Random Coefficient Models. 20. Nonparametric Kernel Methods of Estimation and Hypothesis Testing. 21. Durations. 22. Simulation Based Inference for Dynamic Multinomial Choice Models. 23. Monte Carlo Test Methods in Econometrics. 24. Bayesian Analysis of Stochastic Frontier Models. 25. Parametric and Nonparametric Tests of Limited Domain and Ordered Hypotheses in Economics. 26. Spurious Regressions in Econometrics. 27. Forecasting Economic Time Series. 28. Time Series and Dynamic Models. 29. Unit Roots. 30. Cointegration. 31. Seasonal Nonstationarity and Near-Nonstationarity. 32. Vector Autoregressions

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