Theory of Econometrics
Palgrave Macmillan (Verlag)
978-0-333-44283-8 (ISBN)
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PART I CORRELATION THEORY - THE SIMPLE LINEAR REGRESSION MODEL: Definition, Scope and Division of Econometrics; Methodology of Econometric Research; Correlation Theory; The Simple Linear Regression Model: The Ordinary Least Squares Method (OLS); Statistical Tests of Significance of the Estimates; Properties of the Least Square Estimates; Multiple Regression and other Extension of the Simple Linear Regression Model; Regression and Analysis of Variants. PART 2 ECONOMETRIC PROBLEMS; SECOND-ORDER TESTS OF THE ASSUMPTIONS OF THE LINEAR REGRESSION MODEL: The Assumptions of Randomness, Zero-mean, Constant Variants and Normality of the Disturbance Variable v Autocorrelation; Multicolinearity; Errors in Variables, Time as a Variable, Dummy Variables, Grouped Data; Lagged Variables and Distributed Lag Models. PART 3 MODELS OF SIMULTANEOUS RELATIONSHIPS: Simultaneous-Equation Models; Identification; Simultaneous-Equation Methods; Mixed Estimation Methods: the Method of Principal Components; Maximum Likelihood Methods; 3-Stage Least Squares; Testing the Forecasting Power Of an Estimated Model; Choice of Econometric Technique; Monte Carlo Studies.
Erscheint lt. Verlag | 16.2.1987 |
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Reihe/Serie | English Language Book Society student editions |
Zusatzinfo | 99 line illustrations, 61 tables |
Verlagsort | Basingstoke |
Sprache | englisch |
Maße | 156 x 234 mm |
Gewicht | 918 g |
Themenwelt | Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie |
ISBN-10 | 0-333-44283-0 / 0333442830 |
ISBN-13 | 978-0-333-44283-8 / 9780333442838 |
Zustand | Neuware |
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