Econometrics

MaRDI QIDQ5894205zbMATH OpenFDO

Authors Badi H. Baltagi

Publication date 31 March 2011

Published in Springer Texts in Business and Economics (Search for Journal in Brave)

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

Review text

See the review of the 3rd edition from 2002, Zbl 1007.62097.

Cited in

(18)

• Statistical microeconomics
• Testing the functional constraints on parameters in regressions with variables of different frequency
• Testing inference in heteroskedastic fixed effects models
• scientific article; zbMATH DE number 1944493 (Why is no real title available?)
• scientific article; zbMATH DE number 1773707 (Why is no real title available?)
• Generalized approach to the problem of regression
• Random coefficient autoregressive processes and the PUCK model with fluctuating potential
• Econometrics
• Addressing the distributed lag models with heteroscedastic errors
• Critical values improvement for the standard normal homogeneity test by combining Monte Carlo and regression approaches
• Statistical learning on emerging economies
• Efficient estimation of distributed lag model in presence of heteroscedasticity of unknown form: a Monte Carlo evidence
• scientific article; zbMATH DE number 7096038 (Why is no real title available?)
• Finite Sample Econometrics
• Econometrics
• The Almon M-estimator for the distributed lag model in the presence of outliers
• Robust estimation of the distributed lag model with multicollinearity and outliers
• Semiparametric estimation for linear regression with symmetric errors

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