Modern econometrics : an introduction / R. L. Thomas

By: Material type: TextTextPublication details: [London] : Addision-Wesley Publishing Company, c1997Description: xii, 535 pages ; 25 cmISBN:
  • 201876949
Subject(s): LOC classification:
  • HB 139 .T46 1997
Contents:
Introduction -- Probability distributions -- Statistical inference -- Two-variable regression analysis -- Estimators and methods of estimation -- The Classical two-variable regression model -- The Classical multiple regression model -- Stochastic explanatory variables -- More about multiple regression -- Non-spherical disturbances -- Estimating dynamic models -- Choosing the appropriate model -- Handling non-stationary time series -- Testing for stationarity -- Cointegration and the estimation of error correction models
Summary: Econometrics has experienced remarkable changes in the past 15 years, particularly in the area of time series analysis. The development of cointegration techniques has, for the first time, enabled econometricians to make a serious attempt at dealing with the problems of spurious regressions and non-stationary time series.
Item type: Books
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Holdings
Item type Current library Home library Collection Call number Copy number Status Date due Barcode
Books Books National University - Manila LRC - Annex General Circulation General Education GC HB 139 .T46 1997 (Browse shelf(Opens below)) c.1 Available NULIB000005440

Includes bibliographical references and index.

Introduction -- Probability distributions -- Statistical inference -- Two-variable regression analysis -- Estimators and methods of estimation -- The Classical two-variable regression model -- The Classical multiple regression model -- Stochastic explanatory variables -- More about multiple regression -- Non-spherical disturbances -- Estimating dynamic models -- Choosing the appropriate model -- Handling non-stationary time series -- Testing for stationarity -- Cointegration and the estimation of error correction models

Econometrics has experienced remarkable changes in the past 15 years, particularly in the area of time series analysis. The development of cointegration techniques has, for the first time, enabled econometricians to make a serious attempt at dealing with the problems of spurious regressions and non-stationary time series.

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