econometrics
wonnacott, ronald j.
creator
wonnacott, thomas h.
text
new york, chichester, brisbane
john wiley and sons
1979
2. ed.
monographic
eng
xxiii, 580 pp.
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
330 economics
0-471-95981-2
161206
LIB904369808