Advanced econometric theory

zbMATH Open1241.62175MaRDI QIDQ3583016FDOQ3583016

Authors: John S. Chipman 

Publication date: 25 August 2010

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zbMATH Keywords

linear regressionmulticollinearityreduced-rank estimationStein estimationGauss-Markov theoryautocorrelationssimultaneous-equations estimation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Cited In (5)

• GMM estimation and uniform subvector inference with possible identification failure
• Econometrics as a con art. Exposing the limitations and abuses of econometrics
• MARTINGALE LIMIT THEOREM REVISITED AND NONLINEAR COINTEGRATING REGRESSION
• A primer in econometric theory
• Topics in Advanced Econometrics

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