Econometric Models, Techniques, and Applications
2nd Edition
Published on 30. January 1996
Book
Paperback/Softback
672 pages
978-0-13-224775-7 (ISBN)
Description
For advanced undergraduate/graduate- level courses in Econometrics.
This text surveys the theories, techniques (model-building and data collection), and applications of econometrics. It focuses on those aspects of econometrics that are of major importance to students and researchers interested in performing, evaluating, or understanding econometric studies in a variety of areas.
This text surveys the theories, techniques (model-building and data collection), and applications of econometrics. It focuses on those aspects of econometrics that are of major importance to students and researchers interested in performing, evaluating, or understanding econometric studies in a variety of areas.
More details
Content
I. INTRODUCTION: OVERVIEW, MODELS, AND DATA.
1. The Econometric Approach.
2. Models, Economic Models, and Econometric Models.
3. Data and Refined Data.
II. SINGLE-EQUATION ESTIMATION.
4. The Basic Linear Regression Model.
5. Extensions of the Simple Linear Regression Model.
6. Introduction to Time-Series Analysis and Dynamic Specification.
III. APPLICATIONS OF SINGLE-EQUATION ESTIMATION.
7. Applications to Households; Demand Analysis.
8. Applications to Firms; Production Functions and Cost Functions.
IV. SIMULTANEOUS EQUATIONS AND DYNAMIC SYSTEMS.
9. The Simultaneous-Equations System and Its Identification.
10. Estimation of the Simultaneous-Equations Systems.
11. Dynamic Systems.
V. APPLICATIONS OF SIMULTANEOUS-EQUATIONS ESTIMATION.
12. Applications to Macroeconometric Models.
13. Other Applications of Simultaneous-Equations Estimation.
VI. THE USES AND EVALUATION OF ECONOMETRIC MODELS.
14. Structural Analysis.
15. Forecasting.
16. Policy Evaluation.
17. Validation of Econometric Models and Managerial Aspects of the Uses of Econometric Models.
Appendix A: An Econometric Project.
Appendix B: Matrices.
Appendix C: Probability and Statistics.
Index.
1. The Econometric Approach.
2. Models, Economic Models, and Econometric Models.
3. Data and Refined Data.
II. SINGLE-EQUATION ESTIMATION.
4. The Basic Linear Regression Model.
5. Extensions of the Simple Linear Regression Model.
6. Introduction to Time-Series Analysis and Dynamic Specification.
III. APPLICATIONS OF SINGLE-EQUATION ESTIMATION.
7. Applications to Households; Demand Analysis.
8. Applications to Firms; Production Functions and Cost Functions.
IV. SIMULTANEOUS EQUATIONS AND DYNAMIC SYSTEMS.
9. The Simultaneous-Equations System and Its Identification.
10. Estimation of the Simultaneous-Equations Systems.
11. Dynamic Systems.
V. APPLICATIONS OF SIMULTANEOUS-EQUATIONS ESTIMATION.
12. Applications to Macroeconometric Models.
13. Other Applications of Simultaneous-Equations Estimation.
VI. THE USES AND EVALUATION OF ECONOMETRIC MODELS.
14. Structural Analysis.
15. Forecasting.
16. Policy Evaluation.
17. Validation of Econometric Models and Managerial Aspects of the Uses of Econometric Models.
Appendix A: An Econometric Project.
Appendix B: Matrices.
Appendix C: Probability and Statistics.
Index.