TY - BOOK AU - Koutsoyiannis,A. ED - foreword by C. F. Carter TI - Theory of econometrics: an introductory exposition of econometric methods SN - 0064939499 AV - HB139 .K66 PY - 1977/// CY - New York PB - palrave KW - Econometrics N1 - 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 ER -