Econometric methods. 4th ed.
A classic text in the field, this new edition features a new co-author and provides
a well-balanced and comprehensive study of current econometric theory and practice
for undergraduate or graduate study. Traditional topics are carefully blended with
newer techniques and trends. While the authors of this text assume students have
taken a basic course in statistics, they provide a complete appendix on basic statistical
theory for those who may need a refresher. In addition, the authors include in an
appendix a review of all relevant topics in matrix algebra. An innovative feature
of this book is the detailed descriptions of several pieces of applied econometric
research. These applications use real-life data contained on the data disk which
accompanies the text, giving students a hands-on experience working with data sets.
This book provides a compact, thirteen-chapter presentation. Coverage includes clear explanations of the derivation of econometric methods and practices. The authors then go on to show how, in practice, these methods apply to estimation and testing of economic models. Applications are built upon US economic data, all of which is contained on the data disk packaged with the text. An innovative feature of this book is the detailed descriptions of several pieces of applied econometric research. These applications use real-life data contained on the data disk which accompanies the text, giving students a hands-on experience working with data sets. This book provides a compact, thirteen-chapter presentation. Coverage includes clear explanations of the derivation of econometric methods and practices. The authors then go on to show how, in practice, these methods apply to estimation and testing of economic models. Applications are built upon US economic data, all of which is contained on the data disk packaged with the text. На персональной страничке J. Johnston and J. DiNardo, University of California - Irvine, можно найти более подробную информацию о книге На сайте интернет-магазина Amazon.com можно прочитать первые двадцать восемь страниц этой книги в pdf-формате, рецензии, а также приобрести ее. |
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- Relationships between Two Variables
Problems - Further Aspects of Two-Variable Relationships
Appendices
Problems - The k-Variable Linear Equation
Appendices
Problems - Some Tests of the k-Variable Linear Equation for Specifcation Error
Problems - Maximum Likelihood (ML) Generalized Least Squares (GLS) and Instrumental Variable
(IV) Estimators
Appendices
Problems - Heteroscedasticity and Autocorrelation
Appendices
Problems - Univariate Time Series Modeling
Problems - Autoregressive Distributed Lag Relationships
Appendices
Problems - Multiple Equation Models
Problems - Generalized Method of Moments
Problems - A Smorgasbord of Computationally Intensive Methods
Problems - Panel Data
Problems - Discrete and Limited Dependent Variable Models
ProblemsAppendix A
Appendix B
Appendix C - Data Diskette
Appendix D - Statistical Tables
Index
About the Authors
Preface

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