Surveys in Econometrics

Surveys in Econometrics

This book comprises ten carefully chosen, up-to-date and comprehensive surveys on econometrics taken from the prestigious Journal of Economic Surveys. The contributions are accessible to technically competent students and those wishing to develop an interest in current econometric issues.

Issues covered include

• Debates on econometric methodology
• Pre-testing
• Diagnostic checks
• Cointegration and unit roots
• Error correction mechanisms
• Nonparametric/semiparametric estimation

This collection bridges the gap between a textbook and specialist journal contributions and is a unique resource for advanced undergraduate and postgraduate students on quantitative/econometrics courses.