Description

Book Synopsis
This work comprises ten surveys on econometrics taken from the Journal of Economic Surveys. These range from debates on econometric methodology, through issues of pre-testing, diagnostic checks, co-integration and unit roots, error correction mechanisms and non-semiparametric estimation.

Table of Contents
1. Introduction 2. Three Econometric Methodologies I. 3. Three Econometric Methodologies II. 4. Estimation and Testing in Econometrics. 5. Diagnostics Checks. 6. On Error-Correction Models. 7. Econometric Modelling. 8. On ARCH Models. 9. Nonlinear Time Series. 10 Testing Rational Expectations. 11. Nonparametric & Semi.

Surveys in Econometrics

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    A Paperback / softback by Les Oxley

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      Publisher: John Wiley and Sons Ltd
      Publication Date: 24/12/1994
      ISBN13: 9780631190653, 978-0631190653
      ISBN10: 0631190651
      Also in:
      Economic theory and philosophy

      Description

      Book Synopsis
      This work comprises ten surveys on econometrics taken from the Journal of Economic Surveys. These range from debates on econometric methodology, through issues of pre-testing, diagnostic checks, co-integration and unit roots, error correction mechanisms and non-semiparametric estimation.

      Table of Contents
      1. Introduction 2. Three Econometric Methodologies I. 3. Three Econometric Methodologies II. 4. Estimation and Testing in Econometrics. 5. Diagnostics Checks. 6. On Error-Correction Models. 7. Econometric Modelling. 8. On ARCH Models. 9. Nonlinear Time Series. 10 Testing Rational Expectations. 11. Nonparametric & Semi.

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