"A Companion to Theoretical Econometrics" provides a comprehensive
reference to the basics of econometrics. It focuses on the
foundations of the field and at the same time integrates popular
topics often encountered by practitioners. The chapters are written
by international experts and provide up-to-date research in areas
not usually covered by standard econometric texts.
This book is an exceptional reference for readers who require
quick access to the foundation theories in this field. Chapters are
organized to provide clear information and to point to further
readings on the subject. Important topics covered include:
serial correlation
heteroskedasticity
nonparametric and semiparametric models
count and panel data regression models
spatial correlation
General
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