Koutsoyiannis, A.  <br/><br/>
Theory of econometrics: an introductory exposition of econometric methods/ 
A. Koutsoyiannis ; foreword by C.F. Carter. 
 - 2nd ed. 
 - London :   Macmillan,  1997. 
 - xvii, 681 pages : illustrations ; 24 cm 
<br/><br/> Previous ed.: 1973.<br/>Includes bibliographical references (p. 667-675. - Includes index).<br/>Performed by: ISBN 0-333-22379-9 Pbk : 7.95.<br/>Previous ed.: 1973<br/> 
<br/><br/>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 
<br/><br/><label>ISBN: </label>9780333778227 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometria <br/>Mathematical economics Mathematics for economists. <br/>Economics - techniques and procedures 
<br/><br/><label>Dewey Class. No.: </label>330.015195  / KOU/T