{"title":"Linear Regression Models Under Conditional Heteroskedasticity and Autocorrelation","authors":"","doi":"10.1142/9789811220197_0006","DOIUrl":"https://doi.org/10.1142/9789811220197_0006","url":null,"abstract":"","PeriodicalId":135109,"journal":{"name":"Foundations of Modern Econometrics","volume":"95 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-07-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129520119","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Classical Linear Regression Models","authors":"","doi":"10.1142/9789811220197_0003","DOIUrl":"https://doi.org/10.1142/9789811220197_0003","url":null,"abstract":"","PeriodicalId":135109,"journal":{"name":"Foundations of Modern Econometrics","volume":"49 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-07-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123780733","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"FRONT MATTER","authors":"","doi":"10.1142/9789811220197_fmatter","DOIUrl":"https://doi.org/10.1142/9789811220197_fmatter","url":null,"abstract":"","PeriodicalId":135109,"journal":{"name":"Foundations of Modern Econometrics","volume":"11 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-07-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124840936","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"General Regression Analysis","authors":"","doi":"10.1142/9789811220197_0002","DOIUrl":"https://doi.org/10.1142/9789811220197_0002","url":null,"abstract":"","PeriodicalId":135109,"journal":{"name":"Foundations of Modern Econometrics","volume":"26 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-07-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115475496","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Introduction to Econometrics","authors":"J. L. Azcona","doi":"10.1142/9789811220197_0001","DOIUrl":"https://doi.org/10.1142/9789811220197_0001","url":null,"abstract":"","PeriodicalId":135109,"journal":{"name":"Foundations of Modern Econometrics","volume":"35 9","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-07-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121093030","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Linear Regression Models with Dependent Observations","authors":"","doi":"10.1142/9789811220197_0005","DOIUrl":"https://doi.org/10.1142/9789811220197_0005","url":null,"abstract":"","PeriodicalId":135109,"journal":{"name":"Foundations of Modern Econometrics","volume":"15 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-07-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115548587","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Maximum Likelihood Estimation and Quasi-Maximum Likelihood Estimation","authors":"","doi":"10.1142/9789811220197_0009","DOIUrl":"https://doi.org/10.1142/9789811220197_0009","url":null,"abstract":"","PeriodicalId":135109,"journal":{"name":"Foundations of Modern Econometrics","volume":"4 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-07-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114928594","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Generalized Method of Moments Estimation","authors":"Bronwyn H Hall","doi":"10.1142/9789811220197_0008","DOIUrl":"https://doi.org/10.1142/9789811220197_0008","url":null,"abstract":"These notes are a non-technical introduction to the method of estimation popularized by Hansen and others, commonly referred to as Generalized Method of Moments. Theoretical issues are mentioned but not discussed thoroughly and no proofs are given (nor are assumptions fully stated): see Hansen (1982), Chamberlain (1987), and the texts by Ruud (2000) and Davidson and MacKinnon (1993) for details on these. The emphasis here is on explication of the basic method and notes on how to perform this kind of estimation in TSP.","PeriodicalId":135109,"journal":{"name":"Foundations of Modern Econometrics","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-07-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125518926","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Modern Econometrics: Retrospect and Prospect","authors":"","doi":"10.1142/9789811220197_0010","DOIUrl":"https://doi.org/10.1142/9789811220197_0010","url":null,"abstract":"","PeriodicalId":135109,"journal":{"name":"Foundations of Modern Econometrics","volume":"69 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-07-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130253866","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Linear Regression Models with Independent Observations","authors":"","doi":"10.1142/9789811220197_0004","DOIUrl":"https://doi.org/10.1142/9789811220197_0004","url":null,"abstract":"","PeriodicalId":135109,"journal":{"name":"Foundations of Modern Econometrics","volume":"24 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-07-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129739484","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}