Theory of econometrics :
Koutsoyiannis, A.
Theory of econometrics : an introductory exposition of econometric methods / A. Koutsoyiannis ; foreword by C. F. Carter. - 2nd ed. - New York : palrave 1977. - xvii, 681 p. : ill. ; 24 cm.
Includes index.
Definition, scope and division of econometrics --methodology of econometric research-- correlation theory-- the simple linear regression model--statistical test of significance of the estimates-- properities of the least squares estimate-- multiple regression and other estensions of the simple linear regression model--regression and analysis of variance-- the 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 variable and distributed - lag models -- simultaneous equation model-- identification-- simultaneous equation methods--mixed estimation method--maximum likelihood method-- method three stage least squares -- testing the forecasting power of an estimated-- choice of econometric technique monte carlo studies--- appendix
0064939499 038920563X (pbk.)
Econometrics.
HB139 / .K66
Theory of econometrics : an introductory exposition of econometric methods / A. Koutsoyiannis ; foreword by C. F. Carter. - 2nd ed. - New York : palrave 1977. - xvii, 681 p. : ill. ; 24 cm.
Includes index.
Definition, scope and division of econometrics --methodology of econometric research-- correlation theory-- the simple linear regression model--statistical test of significance of the estimates-- properities of the least squares estimate-- multiple regression and other estensions of the simple linear regression model--regression and analysis of variance-- the 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 variable and distributed - lag models -- simultaneous equation model-- identification-- simultaneous equation methods--mixed estimation method--maximum likelihood method-- method three stage least squares -- testing the forecasting power of an estimated-- choice of econometric technique monte carlo studies--- appendix
0064939499 038920563X (pbk.)
Econometrics.
HB139 / .K66