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Econometrics : a science for non-experimental data analysis
Published 2007Subjects: “…Economics, Mathematical…”
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Modelling economic series : readings in econometric methodology /
Published 1990Subjects: “…Econometrics.…”
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Econometric Methods for Labour Economics /
Published 2011Subjects: Get full text
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Analysis of economic data /
Published 2013Subjects: “…Econometrics |Economics--Statistical methods…”
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Econometrics : theoretical foundations and empirical perspectives
Published 2006Table of Contents: “…Foundations of probability and related statistical concepts Introduction Mathematical preliminaries Axiomatic approach to probability Elements of measure theory and lebesgue integration Random variables and distribution functions Moments, generating functions and cumulants Classical inference Asymptotic theory Estimation theory Hypothesis testing theory Linear regression models Single equation models General linear model relaxation of assumptions (part I) General linear model relaxation of assumptions (part II) Simultaneous equation models Time series models (including VARs and spectral analysis) Time series analysis (Box-Jenkins methods) Univariate spectral analysis Time series analysis : further topics Multivariate time series modelling Dynamic econometric methods (including causality, exogeneity, unit roots, and cointegration) Forecasting theory and methods Causality and exogeneity Unit roots and fractional differencing Cointegration A methodological epilogue…”
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Misspecification tests in econometrics : the Lagrange multiplier principle and other approaches /
Published 1988Subjects: “…Econometrics.…”
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