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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Books Books National University - Manila LRC - Annex General Circulation General Education GC HB 139 .T46 1997 (Browse shelf(Opens below)) c.1 Available NULIB000005440
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GC HB 172.5 .B57 2011 c.2 Macroeconomics / GC HB 172.5 .D67 2011 Macroeconomics / GC HB 139 .G85 1999 Essentials od econometric / GC HB 139 .T46 1997 Modern econometrics : an introduction / GC HB 172 .B26 2015 c.1 Intermediate microeconomics : a tool-building approach GC HB 172 .B38 2022 Basic microeconomics / GC HB 172 .M3925 2012 Macroeconomics : principles, problems, and policies /

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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