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Advanced Econometric Methods

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Cover of 'Advanced Econometric Methods'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction
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    Chapter 2 Review of Ordinary Least Squares and Generalized Least Squares
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    Chapter 3 Point Estimation and Tests of Hypotheses in Small Samples
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    Chapter 4 Large Sample Point Estimation and Tests of Hypotheses
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    Chapter 5 Stochastic Regressors
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    Chapter 6 Use of Prior Information
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    Chapter 7 Preliminary Test and Stein-Rule Estimators
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    Chapter 8 Feasible Generalized Least Squares Estimation
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    Chapter 9 Heteroscedasticity
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    Chapter 10 Autocorrelation
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    Chapter 11 Lagged Dependent Variables and Autocorrelation
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    Chapter 12 Unobservable Variables
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    Chapter 13 Multicollinearity
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    Chapter 14 Varying Coefficient Models
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    Chapter 15 Models That Combine Time-Series and Cross-Section Data
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    Chapter 16 The Analysis of Models with Qualitative or Censored Dependent Variables
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    Chapter 17 Distributed Lags
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    Chapter 18 Uncertainty in Model Specification and Selection
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    Chapter 19 Introduction to Simultaneous Equations Models
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    Chapter 20 Identification
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    Chapter 21 Limited Information Estimation
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    Chapter 22 Full Information Estimation
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    Chapter 23 Reduced Form Estimation and Prediction in Simultaneous Equations Models
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    Chapter 24 Properties of Dynamic Simultaneous Equations Models
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    Chapter 25 Special Topics in Simultaneous Equations
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Mentioned by

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1 Wikipedia page

Citations

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293 Dimensions

Readers on

mendeley
67 Mendeley
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Title
Advanced Econometric Methods
Published by
Springer New York, December 2012
DOI 10.1007/978-1-4419-8746-4
ISBNs
978-0-387-96868-1, 978-1-4419-8746-4
Authors

Fomby, Thomas B., Johnson, Stanley R., Hill, R. Carter

Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 67 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
United States 1 1%
Belgium 1 1%
Unknown 65 97%

Demographic breakdown

Readers by professional status Count As %
Student > Ph. D. Student 10 15%
Student > Master 9 13%
Student > Doctoral Student 7 10%
Researcher 7 10%
Professor > Associate Professor 6 9%
Other 12 18%
Unknown 16 24%
Readers by discipline Count As %
Economics, Econometrics and Finance 17 25%
Social Sciences 7 10%
Business, Management and Accounting 6 9%
Mathematics 5 7%
Computer Science 3 4%
Other 11 16%
Unknown 18 27%