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Surveys in Econometrics. 計量経済学サーベイ
・ISBN 978-0-631-19065-3 paper US$ 60.00
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| 著者・編者 | Oxley, L. / D. A. R. George et al. (eds.), |
|---|---|
| 出版社 | (Blackwell, UK) |
| 出版年月 | 1995 |
| ページ数 | 320 pp. |
| 言語 | ENG |
| ニュース番号 | ＜407-166 388-138＞ |
解説
Surveys in Econometrics
This book comprises ten carefully chosen, up-to-date and comprehensive surveys on econometrics taken from the prestigious Journal of Economic Surveys. The contributions are accessible to technically competent students and those wishing to develop an interest in current econometric issues.
Issues covered include
- Debates on econometric methodology
- Pre-testing
- Diagnostic checks
- Cointegration and unit roots
- Error correction mechanisms
- Nonparametric/semiparametric estimation
This collection bridges the gap between a textbook and specialist journal contributions and is a unique resource for advanced undergraduate and postgraduate students on quantitative/econometrics courses.