Econometric Methods
4th Edition
Published on 1. January 1997
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480 pages
978-0-07-032720-7 (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.
More details
Edition
4th edition
Language
English
Place of publication
New York
United States
Publishing group
McGraw-Hill Education - Europe
Target group
College/higher education
Dimensions
Height: 241 mm
Width: 165 mm
Thickness: 23 mm
Weight
817 gr
ISBN-13
978-0-07-032720-7 (9780070327207)
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Schweitzer Classification
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