Learning SHAZAM : a computer handbook for econometrics : a guide to programming for Griffiths/Hill/Judge, Learning and practicing econometrics, and Judge/Hill/Lütkepohl/Lee, Introduction to the theory and practice of econometrics, Second edition
著者
書誌事項
Learning SHAZAM : a computer handbook for econometrics : a guide to programming for Griffiths/Hill/Judge, Learning and practicing econometrics, and Judge/Hill/Lütkepohl/Lee, Introduction to the theory and practice of econometrics, Second edition
Wiley, c1993
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内容説明・目次
内容説明
Designed to accompany an introductory textbook on econometrics, this handbook describes the basic SHAZAM commands, the application of those commands to text examples, command summary and summary of instruction files.
目次
- Partial table of contents:
- THE FOUNDATIONS OF ESTIMATION AND INFERENCE
- Some Basic Ideas: Statistical Concepts for Economists
- Statistical Inference 1: Estimating the Mean and Variance of a Population
- THE SIMPLE LINEAR STATISTICAL MODEL
- Simple Regression: Economic and Statistical Model Specification and Estimation
- GENERAL LINEAR STATISTICAL MODEL
- Inference in the General Linear Statistical Model
- ECONOMETRIC TOPICS 1
- Dummy Variables and Varying Coefficient Models
- Collinear Economic Variables
- LINEAR STATISTICAL MODELS WITH A GENERAL ERROR COVARIANCE MATRIX
- Heteroskedastic Errors
- SPECIFYING AND ESTIMATING ECONOMIC AND STATISTICAL MODELS WITH FEEDBACK MECHANISMS
- Estimation and Inference for the Simultaneous Equations Model
- TIME-SERIES AND DYNAMIC ECONOMIC MODELS
- Bivariate and Multivariate Time-Series Models
- ECONOMETRIC TOPICS 2
- Nonlinear Least Squares
- BAYESIAN ESTIMATION AND INFERENCE
- The Bayesian Approach to Estimation and Inference: Some Basic Definitions, Concepts, and Applications
- ECONOMIC DATA SOURCES AND THE WRITING TASK
- Economic Data Sources, Guidelines for Choosing a Research Project, and the Writing of a Research Report
- Statistical Tables
- Index.
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