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Econometric methods. 4th ed.

Опубликовано на портале: 29-09-2003
New York: McGraw-Hill, 1997, 531 с.
Тематический раздел:
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

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    About the Authors

    Preface

  1. Relationships between Two Variables
    Problems

  2. Further Aspects of Two-Variable Relationships

    Appendices
    Problems

  3. The k-Variable Linear Equation

    Appendices
    Problems

  4. Some Tests of the k-Variable Linear Equation for Specifcation Error
    Problems

  5. Maximum Likelihood (ML) Generalized Least Squares (GLS) and Instrumental Variable (IV) Estimators

    Appendices
    Problems

  6. Heteroscedasticity and Autocorrelation

    Appendices
    Problems

  7. Univariate Time Series Modeling
    Problems

  8. Autoregressive Distributed Lag Relationships

    Appendices
    Problems

  9. Multiple Equation Models
    Problems

  10. Generalized Method of Moments
    Problems

  11. A Smorgasbord of Computationally Intensive Methods
    Problems

  12. Panel Data
    Problems

  13. Discrete and Limited Dependent Variable Models
    Problems

    Appendix A

    Appendix B

    Appendix C - Data Diskette

    Appendix D - Statistical Tables

    Index


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