Introduction to the theory and practice of econometrics
| Other Authors: | |
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| Language: | English |
| Published: |
New York:
Wiley,
c1982..
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| Series: | Wiley series in probability and mathematical statistics.
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| Subjects: | |
| Online Access: | https://catalog.hathitrust.org/api/volumes/oclc/7946967.html |
Table of Contents:
- Introduction
- Analysis of a sample of data
- Analysis of a sample from a normal population
- Interval estimation and hypothesis testing in the normal linear model
- The Bayesian approach to estimating the mean and variance of a normal population
- The general linear statistical model
- The normal general linear statistical model
- Bayesian estimation and interference for the normal linear statistical model
- Linear stochastic regressor models and asymptotic theory
- General linear statistical model with non scalar-identity covariance matrix
- Disturbance-related sets of regression equations
- An introduction to simultaneous linear statistical models
- Estimation and interference for simultaneous equation statistical models
- Heteroscedasticity
- Autocorrelation
- Using time series and cross-sectional data
- Variable parameter models
- Models with qualitative or limited dependent variables
- Unobservable variables
- The use of nonsample information
- Biased estimation
- Model specification
- variable selection
- Multicollinearity
- Nonlinear regression models
- Time series analysis and forecasting
- Analysis of bivariate time series
- Distributed lag models
- Summary of statistical models, estimators and tests.