[下载]A Companion to Theoretical Econometrics, edited by Baltagi

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[下载]A Companion to Theoretical Econometrics, edited by Baltagi
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关键词：econometrics Theoretical Econometric Companion Theoretic econometrics Baltagi Companion Edited Theoretical

【书名】 A Companion to Theoretical Econometrics
【作者】Baltagi
【出版社】Blackwell
【版本】
【出版日期】2001
【文件格式】PDF
【文件大小】8 MB
【页数】700
【ISBN出版号】ISBN 0–631–21254–X
【资料类别】计量经济学，统计学，论文
【市面定价】52 Dollars
【扫描版还是影印版】影印版
【是否缺页】完整
【关键词】Econometrics
【内容简介】

【目录】
Introduction 1
1 Artificial Regressions 16
Russell Davidson and James G. MacKinnon

2 General Hypothesis Testing 38
Anil K. Bera and Gamini Premaratne

3 Serial Correlation 62
Maxwell L. King
4 Heteroskedasticity 82
William E. Griffiths
5 Seemingly Unrelated Regression 101
Denzil G. Fiebig
6 Simultaneous Equation Model Estimators: Statistical Properties
and Practical Implications 122
Roberto S. Mariano
7 Identification in Parametric Models 144
Paul Bekker and Tom Wansbeek

8 Measurement Error and Latent Variables 162
Tom Wansbeek and Erik Meijer
9 Diagnostic Testing 180
Jeffrey M. Wooldridge
10 Basic Elements of Asymptotic Theory 201
Benedikt M. Pötscher and Ingmar R. Prucha
11 Generalized Method of Moments 230
Alastair R. Hall
12 Collinearity 256
R. Carter Hill and Lee C. Adkins
13 Nonnested Hypothesis Testing: An Overview 279
M. Hashem Pesaran and Melvyn Weeks
14 Spatial Econometrics 310
Luc Anselin
15 Essentials of Count Data Regression 331
A. Colin Cameron and Pravin K. Trivedi
16 Panel Data Models 349
Cheng Hsiao
17 Qualitative Response Models 366
G.S. Maddala and A. Flores-Lagunes
18 Self-Selection 383
Lung-fei Lee
19 Random Coefficient Models 410
P.A.V.B. Swamy and George S. Tavlas
20 Nonparametric Kernel Methods of Estimation and Hypothesis Testing 429
Aman Ullah

21 Durations 444
Christian Gouriéroux and Joann Jasiak
22 Simulation Based Inference for Dynamic Multinomial Choice Models 466
John Geweke, Daniel Houser, and Michael Keane
23 Monte Carlo Test Methods in Econometrics 494
Jean-Marie Dufour and Lynda Khalaf
24 Bayesian Analysis of Stochastic Frontier Models 520
Gary Koop and Mark F.J. Steel
25 Parametric and Nonparametric Tests of Limited Domain and
Ordered Hypotheses in Economics 538
Esfandiar Maasoumi
26 Spurious Regressions in Econometrics 557
Clive W.J. Granger
27 Forecasting Economic Time Series 562
James H. Stock
28 Time Series and Dynamic Models 585
Aris Spanos
29 Unit Roots 610
Herman J. Bierens

30 Cointegration 634
Juan J. Dolado, Jesús Gonzalo, and Francesc Marmol
31 Seasonal Nonstationarity and Near-Nonstationarity 655
Eric Ghysels, Denise R. Osborn, and Paulo M.M. Rodrigues
32 Vector Autoregressions 678
Helmut Lütkepohl
Index 700

【书评】全是名家的文章，值得一看，并且内容很多。

没钱啊。

穷死了。

这本书太好了，谢谢楼主

当初买了纸板的，没想到现在居然有电子版的可以下载了，呵呵    

谢谢楼主。

上当了，和免费的一样。缺少11章。免费的连接。http://www.pinggu.org/bbs//viewt ... p;extra=&page=1

好贵啊，大哥便宜点啊

也是缺少CH11.

wy2003b 发表于 2009-12-8 23:54
上当了，和免费的一样。缺少11章。免费的连接。http://www.pinggu.org/bbs//viewthread.php?tid=330629&ext ...

电子版的第11章找到了：
https://bbs.pinggu.org/thread-2337251-1-1.html