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Econometric Term Paper

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... Maddala, G. S. 1983. Limited Dependent and Qualitative Variables in Econometrics. Cambridge University Press. Journal of Econometrics, Vol. 52, 1992, pp 5-59. Bollerslev, T., R.F. Engle, and D.B. Nelson, "ARCH Models," Handbook of Econometrics, Volume IV, Chapter 49, of Economics and Statistics, Vol. 69, 1987, pp 542-547. Bollerslev, T., "Generalized Autoregressive Conditional Heteroskedasticity," Journal of Econometrics, Vol. 31, 1986, Econometrics, Vol. 52, 1992, pp 91-113. Bera, A.K., and H.L. Higgins, "A Survey of ARCH Models: Properties, Estimation and Testing," Journal of Economic industrial organization, agricultural economics, growth economics, mathematical economics, and econometrics. Beyond ...



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Sources list for ECONOMETRIC TERM PAPER:

Wooldridge, J. M. (2002). Introductory Econometrics: A Modern Approach, Cincinnati, Ohio, South-Western College Publishing.
Applied Econometrics

Gujarati, D. N. (2003). Basic Econometrics (4^th Edition), New York City, New York, McGraw-Hill Publishing.
Applied Econometrics

Gujarati, D. N. (1992), Essentials of Econometrics, New York City, New York, McGraw-Hill Publishing.
Applied Econometrics

Brown, W. S. (1991). Introducing Econometrics, St. Paul, West Publishing Company.
Applied Econometrics

Doran, H. E. (1989). Applied Regression Analysis in Econometrics, New York City, New York, Marcel Dekker Publishing.
Applied Econometrics

 

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