000 | 00361nam a2200145Ia 4500 | ||
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999 |
_c169444 _d169444 |
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020 | _a9780333778227 | ||
040 | _cCUS | ||
082 |
_a330.015195 _bKOU/T |
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100 | _aKoutsoyiannis, A. | ||
245 | 0 |
_aTheory of econometrics: an introductory exposition of econometric methods/ _cA. Koutsoyiannis ; foreword by C.F. Carter. |
|
250 | _a2nd ed. | ||
260 |
_aLondon : _bMacmillan, _c1997. |
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300 | _axvii, 681 pages : illustrations ; 24 cm | ||
500 | _aPrevious ed.: 1973. Includes bibliographical references (p. 667-675. - Includes index). Performed by: ISBN 0-333-22379-9 Pbk : 7.95. Previous ed.: 1973 | ||
505 | _aPART 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 | ||
650 | _aEconometria | ||
650 | _aMathematical economics Mathematics for economists. | ||
650 | _aEconomics - techniques and procedures | ||
942 | _cWB16 |