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Theory of econometrics : an introductory exposition of econometric methods / A. Koutsoyiannis ; foreword by C. F. Carter.

By: Material type: TextPublication details: New York : palrave 1977.Edition: 2nd edDescription: xvii, 681 p. : ill. ; 24 cmISBN:
  • 0064939499
  • 038920563X (pbk.)
Subject(s): LOC classification:
  • HB139 .K66
Contents:
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
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Cover image Item type Current library Home library Collection Shelving location Call number Materials specified Vol info URL Copy number Status Notes Date due Barcode Item holds Item hold queue priority Course reserves
Books Methodist University Library Main General Stacks Fiction HB139 .K66 (Browse shelf(Opens below)) Available 32465
Books Methodist University Library Main General Stacks HB139 .K66 (Browse shelf(Opens below)) 1 Available 26954
Books Methodist University Library Main General Stacks HB139 .K66 (Browse shelf(Opens below)) 2 Available 26951
Books Methodist University Library Main General Stacks Reference HB139 .K66 (Browse shelf(Opens below)) 3 Available 26952
Books Methodist University Library Main General Stacks HB139 .K66 (Browse shelf(Opens below)) 4 Available 20824
Books Methodist University Library Main General Stacks Reference HB139 .K66 (Browse shelf(Opens below)) 5 Available 20825

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

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