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ISBN: 140510676X, 9781405106764Издательство: Blackwell Publishers
A Companion to Theoretical Econometrics provides a comprehensive reference to the basics of econometrics. It focuses on the foundations of the field and at the same time integrates popular topics often encountered by practitioners. The chapters arewritten by international experts and provide up-to-date research in areas not usually covered by standard econometric texts. This book is an exceptional text for readers who require a quick access to the foundation theories in this field. Chapters are organized to provide clear information and to point to further readings on the subject. Important topics covered include: serial correlation heteroskedasticity nonparametric and semiparametric models count and panel data regression models spatial correlation.