Econometric models and economic forecasts
Author(s)
Bibliographic Information
Econometric models and economic forecasts
(McGraw-Hill international editions, Economic series)
Irwin/McGraw-Hill, c1998
4th ed., international ed
Available at / 25 libraries
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Note
Includes bibliographical references and indexes
Description and Table of Contents
Description
(This is the text alone. Refer to 0079132928, which is this main text plus the disk).
First course in Econometrics in Economics Departments at better schools, also Economic/Business Forecasting. Statistics prerequisite but no calculus. Slightly higher level and more comprehensive than Gujarati Basic Econometrics (M-H, 1996) . P-R covers more time series and forecasting. P-R coverage is a notch below Johnston-DiNardo (M-H, 97) and requires no matrix algebra.
Table of Contents
The Basics of Regression AnalysisChapter 1. Introduction to the Regression ModelChapter 2. Elementary StatisticsChapter 3. The Two-Variable Regression ModelChapter 4. The Multiple Regression ModelChapter 5. Using the Multiple Regression ModelChapter 6. Serial Correlation and HeterosedasticityChapter 7. Instrumental Variables and Model SpecificationChapter 8. Forecasting with a Single-Equation Regression ModelChapter 9. Single-Equation EstimationChapter 10. Nonlinear and Maximum-Likelihood Estimation
by "Nielsen BookData"