# introduction to the theory and practice of econometrics

Language: English Publication details: new york, chichester, brisbane: john wiley and sons, 1988Edition: 2. edDescription: xxxvii, 1024 ppISBN:- 0-471-60272-8

Item type | Current library | Shelving location | Call number | Status | Date due | Barcode | |
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Loanable | Institute for Advanced Studies (IHS) | Book | 12530-A | Available | IHS103760908 |

from the table of contents: introduction; probability and distribution theory; statistical inference: estimation and hypothesis testing; bayesian inference; linear statistical models; the normal general linear statistical model; bayesian analysis of the normal linear statistical model; general linear statistical model with nonscalar identity covariance matrix; general linear statistical model with an unknown covariance matrix; dummy variables and varying parameter models; sets of linear statistical models; nonlinear least squares and nonlinear maximum likelihood estimation; stochastic regressors; an introduction to simultaneous linear statistical models; estimation and inference for simultaneous equation statistical models; time-series analysis and forecasting; distributed lags; multiple time-series; qualitative and limited dependent variable models; prior information, biased estimation, and statistical model selection; multicollinearity; robust estimation; appendix;

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