書誌事項

Econometrics

edited by John Eatwell, Murray Milgate, Peter Newman

(Macmillan reference books, . The New Palgrave)

Macmillan, 1990

  • : hard
  • : pbk

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注記

Excerpts from: The new Palgrave : a dictionary of economics

Includes bibliographical references

内容説明・目次

内容説明

This is an excerpt from the 4-volume dictionary of economics, a reference book which aims to define the subject of economics today. 1300 subject entries in the complete work cover the broad themes of economic theory. This extract concentrates on econometrics.

目次

  • Econometrics, M.Hashem Pesaran
  • aggregation of economic relations, Walter D.Fisher
  • almon lag, Roger N.Waud
  • bunch maps, Wilfred Corlett
  • causal inference, G.W.J.Granger
  • causality in economic models, Herbert A.Simon
  • censored data models, G.S.Maddala
  • discrete choice models, Takeshi Amemiya
  • dummy variables, Pietro Balestra
  • endogeneity and exogeneity, John Geweke
  • errors in variables, Vincent J.Geraci
  • full and limited information methods, Thomas J.Rothenberg
  • identification, Cheng Hsiao
  • information theory, Esfandiar Maasoumi
  • instrumental variables, Charles E.Bates
  • latent variables, Dennis J.Ainger
  • leads and lags, Olivier Jean Blanchard
  • limited dependent variables, Takeshi Amemiya
  • logit, probit and tobit, Forrest D.Nelson
  • lognormal distribution, P.E.Hart
  • macroeconomical models, Ray C.Fair
  • multicollinearity, Wilfred Corlett
  • non-linear methods in econometrics, A.Ronald Gallant
  • non-nested hypotheses, M.Hashem Pesaran
  • path analysis, Insan Tunali
  • random coefficients, P.A.V.B.Swamy and J.R.Barth
  • rational expectations - econometric implications, N.E.Savin
  • seasonal variation, Pietro Balestra
  • selection bias and self-selection, James J.Heckman
  • simulation models, Irma Adelman
  • simultaneous equation models, Thomas J.Rothenberg
  • specification problems in econometrics, Edward E.Leamer
  • spurious regression, C.W.J.Granger
  • survey research, James N.Morgan
  • transformation of variables in econometrics, Paul Zarembka
  • two-stage least squares and the k-class estimator, N.E.Savin
  • transformation of statistical variables, D.R.Cox
  • Wiener process, A.G.Malliaris.

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詳細情報

  • NII書誌ID(NCID)
    BA10262834
  • ISBN
    • 033349542X
    • 0333495438
  • 出版国コード
    uk
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    London ; Basingstoke
  • ページ数/冊数
    xii, 285 p.
  • 大きさ
    25 cm
  • 分類
  • 件名
  • 親書誌ID
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