Table of Contents: Econometric methods

Bibliographic Details
Main Author:	Johnston, Jack
Other Authors:	DiNardo, John
Format:	Book
Language:	English
Published:	New York McGraw-Hill 1997
Edition:	4th ed.
Subjects:	ECONOMICS ECONOMETRICS. ECONOMICS > MATHEMATICAL
Online Access:	http://www.loc.gov/catdir/toc/mh031/96077116.html http://www.loc.gov/catdir/description/mh031/96077116.html

Table of Contents:

Relationship between two variables Two variable relationships K-variable linear equation Maximum likelihood (ML), Generalized least squares (GLS), Instrumental variable (IV) estimators Heteroscedasticity and autocorrelation Univariate time series modeling Autoregressive distributed lag relationships Multiple equation models Generalized method of moments Smorgasbord of computationally intensive methods Panel data Discrete and limited dependent variable models