000			01672nam a2200181 4500
999			_c4461 _d4461
020			_a9780333778227
050			_aHB139.K66
100			_a A Koutsoyiannis
245			_aEconometrics:An Introductory Exposition of Econometric Methods _c A Koutsoyiannis
250			_a2nd ed
260			_a: London _b Macmillan _c1977
300			_a xvii, 681 pages _b illustrations ; 24 cm
500			_aIncludes index
505			_aPART 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 - 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 - 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			_aEconometrics.
700			_a A Koutsoyiannis
942			_cBK