Amazon cover image
Image from Amazon.com

advanced econometric methods

By: Contributor(s): Language: English Publication details: new york, heidelberg, berlin : springer-verlag 1984Edition: 1. edDescription: xix, 624 pp., 26 illISBN:
  • 0-387-90908-7
Subject(s): DDC classification:
  • 658 general management
Contents:
from the table of contents: preface; introduction; fundamental methodology: review of ordinary least squares and generalized least squares; point estimation and tests of hypotheses in small samples; large sample point estimation and tests of hypotheses; stochastic regressors; use of prior information; preliminary test and stein-rule estimators; violations of basic assumptions: feasible generalized least squares estimation; heteroscedasticity; autocorrelation; lagged dependent variables and autocorrelation; unobservable variables; special topics: multicollinearity; varying coefficient models; models that combine time-series and cross-section data; the analysis of models with qualitative or censored dependent variables; distributed lags; uncertainty in model specification and selection; simultaneous equations models: introduction to simultaneous equations models; identification; limited information estimation; full information estimation; reduced form estimation and prediction in simultaneous equations models; properties of dynamic simultaneous equations models; frontiers: special topics in simultaneous equations; appendix: estimation and inference in nonlinear statistical models;
Tags from this library: No tags from this library for this title. Log in to add tags.
Star ratings
    Average rating: 0.0 (0 votes)
Holdings
Item type Current library Shelving location Call number Status Date due Barcode
Loanable Institute for Advanced Studies (IHS) Book 10405-A Available IHS103342709

from the table of contents: preface; introduction; fundamental methodology: review of ordinary least squares and generalized least squares; point estimation and tests of hypotheses in small samples; large sample point estimation and tests of hypotheses; stochastic regressors; use of prior information; preliminary test and stein-rule estimators; violations of basic assumptions: feasible generalized least squares estimation; heteroscedasticity; autocorrelation; lagged dependent variables and autocorrelation; unobservable variables; special topics: multicollinearity; varying coefficient models; models that combine time-series and cross-section data; the analysis of models with qualitative or censored dependent variables; distributed lags; uncertainty in model specification and selection; simultaneous equations models: introduction to simultaneous equations models; identification; limited information estimation; full information estimation; reduced form estimation and prediction in simultaneous equations models; properties of dynamic simultaneous equations models; frontiers: special topics in simultaneous equations; appendix: estimation and inference in nonlinear statistical models;

There are no comments on this title.

to post a comment.

Powered by Koha