000			02123nam a2200253Ia 4500
999			_c1337 _d1337
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008			191008
020			_a0-521-56511-1
040			_cIZA
100			_aBierens, Herman J. _93803
245		0	_aTopics in Advanced Econometrics: Estimation, Testing, and Specification of Cross-Section and Time Series Models
260			_c1996 _bCambridge University Press, _aCambridge (u. a.).
300			_a258 pages
340			_hC2 58
520			_aThis book, Topics in Advanced Econometrics, is written primarily as a textbook for an advanced graduate econometrics course. The topics covered include consistent model specification testing, unit roots and cointegration, and nonparametric regression estimation; they are mainly the topics in which Professor Bierens has made significant contributions to the literature over the last 15 years. This book is unusual as a textbook in the sense that it treats both cross-sectional and time series (i.e., both subscript i and t) issues in econometrics at an advanced level. Most of the results given, other than those available in standard econometrics or statistics textbooks, are drawn from the published work of the author. The book is very useful because it puts together a number of important current issues that have been treated separately in the literature and presents them systematically using a well-organized set of statistical tools. Another advantage of this book is that the materials given are almost self-contained, making this book suitable for self-tuition. This book thus ideally suits students who need tools for independent research especially in the area of nonlinear and nonparametric models and time series analysis. It will also be useful to more advanced researchers who are interested in a thorough understanding of some of the author's original and influential work in these areas.
650			_aeconometrics _93804
650			_anonparametric regression _95486
653			_amodel specification testing
653			_a unit roots
653			_acointegration
655			_atextbook _95204
942			_cBO _2ddc