Econometric Methods
4th Edition
Published on 31. December 1996
Book
608 pages
978-0-07-913121-8 (ISBN)
Description
A classic text in the field, this new edition features a new co-author and provides a well-balanced and comprehensive study of current econometric theory and practice for undergraduate or graduate study. Traditional topics are carefully blended with newer techniques and trends. While the authors of this text assume students have taken a basic course in statistics, they provide a complete appendix on basic statistical theory for those who may need a refresher. In addition, the authors include in an appendix a review of all relevant topics in matrix algebra. Includes data disk.
More details
Edition
4th edition
Language
English
Place of publication
United States
Publishing group
McGraw-Hill Education - Europe
Illustrations
illustrations
Dimensions
Height: 236 mm
Width: 163 mm
Thickness: 36 mm
Weight
862 gr
ISBN-13
978-0-07-913121-8 (9780079131218)
Copyright in bibliographic data is held by Nielsen Book Services Limited or its licensors: all rights reserved.
Schweitzer Classification
Other editions
Previous edition
J. Johnston
Econometric Methods
Book
01/1984
3rd Edition
McGraw-Hill Inc.,US
€71.79
Article exhausted; check for reprint
Content
1 Relationships Between Two Variables2 Further Aspects of Two Variable Relationships3 The k-Variable Linear Equation4 Some Tests of the k-Variable Linear Equation for Specification Error5 Maximum Likelihood (ML), Generalized Least Squares (GLS), and Instrumental Variable (IV) Estimators6 Heteroscedasticity and Autocorrelation7 Single Equation Modeling I: The Univariate Case8 Single Equation Modeling II: The Multivariate Case9 Multiple Equation Models10 Generalized Method of Moments11 A Smorgasbord of Computationally Intensive Methods12 Limited Dependent Variable and Related Models13 Panel Data