Econometrics, 2nd Edition
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More About This Title Econometrics, 2nd Edition
English
Econometrics uses a two-part format designed for an introductory course followed by a more advanced treatment. Part I is a simple presentation of important statistical concepts; difficult interpretations and developments are provided in footnotes, starred sections, and corresponding chapters in Part II, allowing for a good appreciation of main problems without any loss of continuity in presentation. Part II requires calculus, matrix algebra, and vector geometry; chapters correspond to Part I and cover topics in greater depth. This edition now covers Box/Jenkins time series analysis, Almon lags, cross-spectral analysis, treatment of serial correlation in both the error and dependent variable, principle components, and more recent simultaneous equation techniques such as SOIV, LIVE, and FIVE.
English
ELEMENTARY ECONOMETRICS.
Simple Regression.
Multiple Regression.
Regression Extensions.
Correlation.
Time Series.
Simultaneous Equations, and Other Examples of Correlated Regressor and Error.
The Identification Problem.
Selected Estimating Techniques.
Bayesian Statistics.
MORE ADVANCED ECONOMETRICS.
Introduction: Some Background Mathematics.
Multiple Regression Using Matrices, Distribution Theory: How the Normal t, x2 and F Distributions Are Related.
Vector Geometry.
Other Regression Topics.
Time Series Complications: Generalized Least Squares (GLS) and Seasonal Adjustment.
Instrumental Variables (IV).
Identification.
Single Equation Estimation.
Systems Equations.
