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