Surveys in Econometrics (Hardcover)

This work comprises ten surveys on econometrics taken from the "Journal of Economic Surveys". The contributions are designed to be accessible to technically competent students, but the volume is aimed primarily at those wishing to develop an interest in current econometric issues. Ranging from debates on econometric methodology through issues of pre-testing, diagnostic checks, co-integration and unit roots, error-correction mechanisms and non-semiparametric estimation, this collection provides a resource for advanced undergraduate and postgraduate students on quantitative/econometrics courses.