Theory of econometrics: an introductory exposition of econometric methods/ A. Koutsoyiannis ; foreword by C.F. Carter.

Previous ed.: 1973.
Includes bibliographical references (p. 667-675. - Includes index).
Performed by: ISBN 0-333-22379-9 Pbk : 7.95.
Previous ed.: 1973

PART 1 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 u - 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 - Indentification - 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