Econometric Methods - Rilegato

Johnston, Jack; Dinardo, John

Rilegato

ISBN 10: 0079131212 ISBN 13: 9780079131218

Casa editrice: McGraw-Hill Education, 1996

Riassunto

A classic text in the field, this new edition features a new co-author and provides a well-balanced and comprehensive study of current econometric theory and practice for undergraduate or graduate study. Traditional topics are carefully blended with newer techniques and trends. While the authors of this text assume students have taken a basic course in statistics, they provide a complete appendix on basic statistical theory for those who may need a refresher. In addition, the authors include in an appendix a review of all relevant topics in matrix algebra. Includes data disk.

Su questo libro

Contenuti:

1 Relationships Between Two Variables

2 Further Aspects of Two Variable Relationships

3 The k-Variable Linear Equation

4 Some Tests of the k-Variable Linear Equation for Specification Error

5 Maximum Likelihood (ML), Generalized Least Squares (GLS), and Instrumental Variable (IV) Estimators

6 Heteroscedasticity and Autocorrelation

7 Single Equation Modeling I: The Univariate Case

8 Single Equation Modeling II: The Multivariate Case

9 Multiple Equation Models

10 Generalized Method of Moments

11 A Smorgasbord of Computationally Intensive Methods

12 Limited Dependent Variable and Related Models

13 Panel Data

Product Description:

Book by Johnston Jack Dinardo John

Su questa edizione

• Editore: McGraw-Hill Education
• Data di pubblicazione: 1996
• ISBN 10: 0079131212
• ISBN 13: 9780079131218
• Rilegatura: Copertina rigida
• Numero edizione: 4
• Numero di pagine: 531