Advanced econometric theory

MaRDI QIDQ3583016zbMATH OpenFDO

Authors John S. Chipman

Publication date 25 August 2010

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)

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Cited in

(5)

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

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