Advanced Econometric Methods

Thomas B. Fomby, Department of Economics, Southern Methodist University, R. Carter Hill, Department of Economics, Lousiana State University, and Stanley R. Johnson, Director, The Center for Agricultural and Rural Development, Iowa State University 

Springer-Verlag
175 Fifth Avenue
New York, NY 10010 
ISBN 0-387-96868-7
ISBN 3-540-96868-7

Index for Advanced Econometric Methods

CHAPTER 1 Introduction
PART I: FUNDAMENTAL METHODOLOGY
CHAPTER 2 Review of Ordinary Least Squares and Generalized Least Squares
CHAPTER 3 Point Estimation and Tests of Hypotheses in Small Samples
CHAPTER 4 Large Sample Point Estimation and tests of hypotheses
CHAPTER 5 Stochastic Regressors
CHAPTER 6 Use of Prior Information
CHAPTER 7 Prliminary Tests and Stein-Rule Estimators
PART II: VIOLATIONS OF BASIC ASSUMPTIONS
CHAPTER 8 Feasible Generalized Least Squares Estimation
CHAPTER 9 Heteroscedasticity
CHAPTER 10 Autocorrelation
CHAPTER 11 Lagged Dependent Variables and Autocorrelation
CHAPTER 12 Unobservable Variables
PART III: SPECIAL TOPICS
CHAPTER 13 Multicollinearity
CHAPTER 14 Varying Coefficient Models
CHAPTER 15 Models That Combine Time Series and Cross-Section Data
CHAPTER 16 The Analysis of Models with Qualitative or Censored Dependent Variables
CHAPTER 17 Distributed lags
CHAPTER 18 Uncertainty in Model Specification and selection
PART IV: SIMULTANEOUS EQUATIONS MODELS
CHAPTER 19 Introduction to Simultaneous Equations Models
CHAPTER 20 Identification
CHAPTER 21 Limited Information Estimation
CHAPTER 22 Full Information Estimation
CHAPTER 23 Reduced Form Estimation and prediction in Simultaneous Equations Models
CHAPTER 24 Properties of Dynamic Simultaneous Equations Models
PART V: FRONTIERS
CHAPTER 25 Special Topics in Simultaneous Equations
APPENDIX Estimation and Inference in Nonlinear Statistical Models
Index

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