Econometrics:An Introductory Exposition of Econometric Methods (Record no. 4461)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01672nam a2200181 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9780333778227 |
| 050 ## - CALL NUMBER | |
| Classification number | HB139.K66 |
| 100 ## - AUTHOR | |
| Personal name | A Koutsoyiannis |
| 245 ## - TITLE | |
| Title | Econometrics:An Introductory Exposition of Econometric Methods |
| Statement of responsibility, etc | A Koutsoyiannis |
| 250 ## - EDITION | |
| Edition statement | 2nd ed |
| 260 ## - PUBLICATION INFORMATION | |
| Place of publication | : London |
| Name of publisher | Macmillan |
| Year of publication | 1977 |
| 300 ## - DESCRIPTION | |
| Number of Pages | xvii, 681 pages |
| Other physical details | illustrations ; 24 cm |
| 500 ## - NOTES | |
| General note | Includes index |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Table of Content | PART 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<br/> - 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 -<br/> 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 ## - SUBJECTS | |
| Topical Term | Econometrics. |
| 700 ## - OTHER AUTHORS | |
| Personal name | A Koutsoyiannis |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Books |
| Withdrawn status | Lost status | Collection code | Home library | Current library | Shelving location | Date acquired | Full call number | Copy number | Koha item type |
|---|---|---|---|---|---|---|---|---|---|
| Fiction | Methodist University Library Main | Methodist University Library Main | General Stacks | 02/01/2011 | HB139.K66 | 32465 | Books |