Essentials of Theoretical Econometrics

Author: (USA) Bartelgren
Publisher:
Publish Date: 2005-09-01
Features: This book is a comprehensive reference on the fundamental theories of econometrics. On one hand, it focuses on the basic issues in various fields of econometrics, and on the other hand, it provides solutions to the confusions often encountered in empirical research. Each chapter is written by internationally renowned experts and integrates the latest research findings in the field, which are often not covered in standard econometrics textbooks. For readers who need to quickly grasp the basic theories of econometrics, this book is an excellent reference. Each chapter provides clear information on the relevant topics and points out directions for further reading. The important themes included in this book are: serial correlation, heteroscedasticity, nonparametric and semiparametric models, count data, panel data regression models, and spatial dependence, among others.