Modern econometrics : an introduction
Author(s)
Bibliographic Information
Modern econometrics : an introduction
Addison-Wesley, c1997
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Note
Includes bibliographical references (p. 527-530) and index
Description and Table of Contents
Description
This text has been specifically written for undergraduate students and will provide the basic background in statistics and matrix alegbra, necessary to an understanding of econometrics.
Table of Contents
1.Introduction 2.Probability Distributions 3.Statistical Inference 4.Two Variable Regression Analysis 5.Estimators and Methods of Estimation 6.The Classical Two Variable Regression Model 7.Stochastic Explanatory Variable 8.More About Multiple Regression 9.Non-spherical Disturbances 10.Estimating Dynamic Models 11.Choosing the Appropriate Model 12.Handling Non-Stationary Time Series 13.Testing for Stationarity 14.Cointergration and the Estimation of ECMs 15.Further Topics
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