A Companion to Theoretical Econometrics

A Companion to Theoretical Econometrics

Editor(s): Badi H. Baltagi

Published Online: 30 NOV 2007

Print ISBN: 9780631212546

Online ISBN: 9780470996249

DOI: 10.1002/9780470996249

About this Book

A Companion to Theoretical Econometrics provides a comprehensive reference to the basics of econometrics. This companion 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.


  • Focuses on the foundations of econometrics.
  • Integrates real-world topics encountered by professionals and practitioners.
  • Draws on up-to-date research in areas not covered by standard econometrics texts.
  • Organized to provide clear, accessible information and point to further readings.

Table of contents

    1. You have free access to this content
    2. Chapter 21

      Durations (pages 444–465)

      Christian Gouriéroux and Joann Jasiak

    3. Chapter 30

      Cointegration (pages 634–654)

      Juan J. Dolado, Jesús Gonzalo and Francesc Marmol

    4. You have free access to this content

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