Econometric models, techniques, and applications
著者
書誌事項
Econometric models, techniques, and applications
Prentice Hall, c1996
2nd ed
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注記
Includes bibliographical references and index
内容説明・目次
内容説明
For advanced undergraduate/graduate- level courses in Econometrics.
This text surveys the theories, techniques (model-building and data collection), and applications of econometrics. It focuses on those aspects of econometrics that are of major importance to students and researchers interested in performing, evaluating, or understanding econometric studies in a variety of areas.
目次
- I. INTRODUCTION: OVERVIEW, MODELS, AND DATA. 1. The Econometric Approach. 2. Models, Economic Models, and Econometric Models. 3. Data and Refined Data. II. SINGLE-EQUATION ESTIMATION. 4. The Basic Linear Regression Model. 5. Extensions of the Simple Linear Regression Model. 6. Introduction to Time-Series Analysis and Dynamic Specification. III. APPLICATIONS OF SINGLE-EQUATION ESTIMATION. 7. Applications to Households
- Demand Analysis. 8. Applications to Firms
- Production Functions and Cost Functions. IV. SIMULTANEOUS EQUATIONS AND DYNAMIC SYSTEMS. 9. The Simultaneous-Equations System and Its Identification. 10. Estimation of the Simultaneous-Equations Systems. 11. Dynamic Systems. V. APPLICATIONS OF SIMULTANEOUS-EQUATIONS ESTIMATION. 12. Applications to Macroeconometric Models. 13. Other Applications of Simultaneous-Equations Estimation. VI. THE USES AND EVALUATION OF ECONOMETRIC MODELS. 14. Structural Analysis. 15. Forecasting. 16. Policy Evaluation. 17. Validation of Econometric Models and Managerial Aspects of the Uses of Econometric Models. Appendix A: An Econometric Project. Appendix B: Matrices. Appendix C: Probability and Statistics. Index.
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