TY - BOOK
AU - wonnacott, ronald j.
AU - wonnacott, thomas h.
TI - econometrics
T2 - wiley series in probability and mathematical statistics
SN - 0-471-95981-2
U1 - 330 economics
PY - 1979///
CY - new york, chichester, brisbane
PB - john wiley and sons
KW - econometrics
N1 - 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
ER -