Surveys in econometrics

DonaldA.R. George, Les Oxley, ColinJ. Roberts, 著ほか

This work comprises ten surveys on econometrics taken from the "Journal of Economic Surveys". The contributions are accessible to technically competent students, but the volume is aimed primarily at those wishing to develop an interest in current econometric issues. Ranging from debates on econometric methodology, through issues of pre-testing, diagnostic checks, co-integration and unit roots, error correction mechanisms and non-semiparametric estimation, this collection provides a useful resource for advanced undergraduate and postgraduate students on quantitative/econometrics courses.

出版社

Blackwell

発売日

1995-01-01

ページ数

413ページ

ISBN

9780631190653