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econometrics

By: Contributor(s): Language: English Series: wiley series in probability and mathematical statistics | applied probability and statistics | bradley, ralph a. (ed.) | hunter, j. stuart (ed.) | kendall, david g. (ed.) | et alPublication details: new york, chichester, brisbane : john wiley and sons 1979Edition: 2. edDescription: xxiii, 580 ppISBN:
  • 0-471-95981-2
Subject(s): DDC classification:
  • 330 economics
Contents:
from the table of contents: elementary econometrics: introduction; simple regression; multiple regression; multiple regression extensions; correlation; time series. changing variance in the error; simple time series decomposition and projection; serially correlated error and lagged variables; box jenkins methods; simultaneous equations, and other examples of correlated regressor and error; the identification problem; selected estimating techniques; bayesian inference; more advanced econometrics: introduction. some background mathematics; multiple regression using matrices (a generalization of chapters 2 and 3); distribution theory. how the normal, t, chi-quadrat, and f distributions are related; vector geometry; other regression topics; time series problems and generalized least squares (gls); instrumental variables (iv) (a generalization of chapter 7); identification (a generalization of chaper 8); single equation estimation (an extension of chapter 9); systems estimation; appendix; answers to odd-numbered problems; bibliography; index;
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Loanable Institute for Advanced Studies (IHS) Book 8929-A Available IHS102514707

from the table of contents: elementary econometrics: introduction; simple regression; multiple regression; multiple regression extensions; correlation; time series. changing variance in the error; simple time series decomposition and projection; serially correlated error and lagged variables; box jenkins methods; simultaneous equations, and other examples of correlated regressor and error; the identification problem; selected estimating techniques; bayesian inference; more advanced econometrics: introduction. some background mathematics; multiple regression using matrices (a generalization of chapters 2 and 3); distribution theory. how the normal, t, chi-quadrat, and f distributions are related; vector geometry; other regression topics; time series problems and generalized least squares (gls); instrumental variables (iv) (a generalization of chapter 7); identification (a generalization of chaper 8); single equation estimation (an extension of chapter 9); systems estimation; appendix; answers to odd-numbered problems; bibliography; index;

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