01912nam a2200301 a 4500
LIB904369808
161206s1979 000 0
0-471-95981-2
IHS102514707
eng
330 economics
Formalwissenschaft(Ökonomie)
wonnacott, ronald j.
econometrics
2. ed.
new york, chichester, brisbane :
john wiley and sons
1979
xxiii, 580 pp.
wiley series in probability and mathematical statistics
applied probability and statistics
bradley, ralph a. (ed.)
hunter, j. stuart (ed.)
kendall, david g. (ed.)
et al.
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;
econometrics
wonnacott, thomas h.
56700
0
0
z
0
0
IHS
IHS
B
2016-12-06
0
8929-A
IHS102514707
2016-12-06
2016-12-06
L
54041
54041