Theory of econometrics : an introductory exposition of econometric methods / A. Koutsoyiannis ; foreword by C. F. Carter.
Material type:
TextPublication details: New York : palrave 1977.Edition: 2nd edDescription: xvii, 681 p. : ill. ; 24 cmISBN: - 0064939499
- 038920563X (pbk.)
- HB139 .K66
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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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