Theory of econometrics an introductory exposition of econometric methods

Bibliographic Details
Main Author: Koutsoyiannis, A.
Format: Book
Language:English
Published: New York Palgrave 1977
Edition:2nd ed.
Subjects:
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245 |a Theory of econometrics  |b an introductory exposition of econometric methods  |c by A. Koutsoyiannis 
250 |a 2nd ed. 
260 |a New York  |b Palgrave  |c 1977 
300 |a xvii, 681p. 
500 |a Includes bibliography and index. 
505 |a Definition scope and division of econometrics Methodology of econometric research Correlation theory Simple linear regression model Ordinary least squares method (OLS) Statistical tests of significance of the estimates Properties of the least squares estimates Multiple regression and other extension of the simple linear regression model Regression and analysis of variance Assumptions of randomness, zero mean, constant variance and normality of the disturbance variable u Autocorrelation Multicollinearity Errors in variables, time as a variable, dummy variables, grouped data Lagged variables and distributed-lag models Simultaneous equation models Identification Simultaneous equation methods Mixed estimation methods Method of principal components Maximum likelihood methods Three-stage least squares Testing the forecasting power of an estimated model Choice of econometric technique, Monte Carlo studies 
650 |a ECONOMICS 
650 |a ECONOMICS -- MATHEMATICAL 
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