| VOLUME 02 —
Statistics (by Karim Abadir, Risto Heijmans and Jan Magnus) |
| Part A. Probability and Distribution Theory |
| 1. |
Probability |
| 2. |
Random variables, probability distributions, and densities |
| 3. |
Expectations and their generating functions |
| 4. |
Special univariate distributions |
| 5. |
Joint distributions and densities |
| 6. |
Conditioning, dependence, and joint moments |
| 7. |
Functions of random variables |
| 8. |
The multivariate normal distribution and functions thereof |
| Part B. Estimation and Inference |
| 9. |
Samples and sampling distributions |
| 10. |
Asymptotic theory |
| 11. |
Point estimation |
| 12. |
Maximum likelihood |
| 13. |
Method of moments |
| 14. |
Least squares |
| 15. |
Interval estimation |
| 16. |
Tests of hypotheses |
| 17. |
Bayesian methods |
| 18. |
Nonparametric estimation and inference |
VOLUME 03 — Econometric Theory, I
(by Paolo Paruolo) |
| 1. |
Introduction: linear relationships |
| Part A. Basic tools of least squares theory |
| 2. |
Basic algebra of least squares |
| 3. |
Basic geometry of least squares |
| 4. |
Projections |
| Part B. Inference in linear models |
| 5. |
Estimation |
| 6. |
Hypothesis testing and confidence sets |
| 7. |
Restrictions in the linear model |
Part C. Diagnostics and
extensions of linear models |
| 8. |
Misspecification tests |
| 9. |
Nonspherical errors |
| 10. |
Model selection |
VOLUME 04 — Empirical Applications, I
(by Arthur van Soest en Marno Verbeek) |
| 1. |
Hedonic pricing: flats in Moscow |
| 2. |
Wages and wage discrimination in Mexico |
| 3. |
How well do the Dutch remember TV commercials? |
| 4. |
Stated preferences for yoghurt |
| 5. |
A gravity model for international trade |
| 6. |
Solow's model for endogeneous growth |
| 7. |
Risk premia and the efficiency of foreign exchange markets |
| 8. |
Performance of mutual funds in Europe and the USA |
| 9. |
Asset pricing models in the USA |
| 10. |
Expenditures on food |
| 11. |
Who much do Australians wish to pay for nature conservation |
| 12. |
Energy use in the Netherlands |
VOLUME 05 — Econometric Theory, II
|
| 1. |
Representation of economic systems |
| 2. |
Further inference methods and asymptotics |
| 3. |
Modelling of reduced form economic systems |
| 4. |
Cointegration |
| 5. |
Simultaneous systems of equations |
| 6. |
Simultaneous dynamic systems of equations |
| 7. |
Garch |
| 8. |
Models for limited and qualitative variables |
| 9. |
Bayesian methods |
| 10. |
Robustness issues and Monte Carlo |
VOLUME 06 — Empirical Applications, II
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VOLUME 07 — Time Series Econometrics, I
(by Peter C.B. Phillips, Zhijie Xiao) |
| 1. |
Ideas and Approaches |
| 2. |
Simple Parametric time series models |
| 3. |
The spectrum |
| 4. |
Strict stationarity and ergodicity |
| 5. |
Projections and the Wold decomposition |
| 6. |
Weak dependence and mixing processes |
| 7. |
Martingales and applications |
| 8. |
Central limit theory for time series |
| 9. |
Asymptotic covariance matrices |
| 10. |
Vector autoregressions and impulse responses |
| 11. |
Bayesian vector autoregressions and applications |
VOLUME 08 — Time Series Econometrics, II
(by Peter C. B. Phillips, Zhijie Xiao) |
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| VOLUME 09 —
Microeconometrics (by Lung Fei Lee) |
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| VOLUME 10 —
Panel Data (by Badi H. Baltagi) |
| 1. |
Introduction to panels |
| 2. |
Matrix algebra for panels |
| 3. |
Fixed versus random effects |
| 4. |
Forecasting with panels |
| 5. |
Balanced and unbalanced panels |
| 6. |
Heteroskedasticity and serial correlation |
| 7. |
Static versus dynamic panels |
| 8. |
Wald, LM, and LR tests |
| 9. |
Seemingly unrelated regressions with panels |
| 10. |
Simultaneous equations and IV estimation |
| 11. |
Panel limited dependent variables models |
| 12. |
Stationary versus nonstationary panels |
| 13. |
Homogeneous versus heterogeneous panels |
| 14. |
Pseudo panels |
| 15. |
Rotating panels |
VOLUME 11 — Bayesian Econometrics (Gary Koop, Dale
Poirier, Justin Tobias) |
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| VOLUME 12 —
Nonlinear Models (by Robert de Jong) |
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| VOLUME 13 —
Nonparametrics and Semiparametrics (by Xiahong Chen, Yanqin Fan) |
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| VOLUME 14 —
Simulation-Based Econometrics |
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| VOLUME 15 —
Computational Methods |
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| VOLUME 16 —
Financial Econometrics (Sergio Pastorello, Eric Renault, Bas Werker) |
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| VOLUME 17 —
Robustness |
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| VOLUME 18 —
Econometric Methodology |
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