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Original Articles

Book review

Pages 397-401 | Published online: 21 Mar 2007

References

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  • Greene , W. H. 19 . Econometric Analysis , New York : Macmillan .
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  • Judge , G. G. , Griffiths , W. E. , Hill , R. C. , Lutkepohl , H. and Lee , T.-c. 1985 . The Theory and Practice of Econometrics , New York : John Wiley and Sons .
  • Judge , G. G. , Hill , R. C. , Griffiths , W. E. , Lutkepohl , H. and Lee , T.-c. 1988 . Introduction to the Theory and Practice of Econometrics , New York : John Wiley and Sons .
  • Kiefer , N. 1989 . An Interview with A.S. Goldberger . Econometric Theory , 5 : 133 – 160 .
  • Mackimon , J. G. and White , H. 1985 . Some Heteroskedastic-consistent Covariance Matrix Estimators with Improved Finite Sample Properties . Journal of Econometrics , 29 : 305 – 325 .
  • Sargan , D. 1988 . Lectures in Advanced Econometric Theory , Oxford : Basil Blackwell .
  • Telser , L. G. 1964 . Iterative Estimation of a Set of Linear Regression Equations . Journal of the American Statistical Association , 59 : 845 – 862 .
  • White , H. 1980 . A Heteroskedastic-consistent Covariance Matrix Estimator and a Direct Test of Heteroskedasticity . Econometrics , 48 : 817 – 838 .

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