Pesaran, M. Hashem creator arg spa image/jpeg xxx, 1064 p. 24 cm. 1. Relationship between two variables - 2. Multiple regression - 3. Hypothesis testing in regression models - 4. Heteroskedasticity - 5. Autocorrelated disturbances - 6. Introduction to dynamic economic modelling - 7. Predictability of asset returns and the efficient market hypothesis - 8. Asymptotic theory - 9. Maximun likelihood estimation - 10. Generalized method of moments - 11. Model selection and testing non-nested hypotheses - 12. Introduction to stochastic processes - 13. Spectral analysis - 14. Estimation of stationary time series processes - 15. Unit root processes - 16. Trend and cycle decomposition - 17. Introduction to forecasting - 18. Measurement and modelling of volatility - 19. Multivariate analysis - 20. Multivariate rational expectations models - 21. Vector autoregressive models - 22. Cointegration analysis - 23. VARX modelling - 24. Impulse response analysis - 25. Modelling the conditional correlation of asset returns - 26. Panel data models with strictly exogenous regressors - 27. Short T dynamic panel data models - 28. Large heterogeneous panel data models - 29. Cross-sectional dependence in panels - 30. Spatial panel econometrics - 31. Unit roots and cointegration in panels - 32. Aggregation of large panels - 33. Theory and practice of GVAR modelling 330.43 Econometría 978-0-19-875998-0 https://biblioeco.unsa.edu.ar/pmb/images/libros/L126258.jpg https://biblioeco.unsa.edu.ar/pmb/images/libros/L126258.jpg AR-UNSa-BCEJYS 260407 20260407155702.0 40678 spa