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Econometric models and economic forecasts

Опубликовано на портале: 02-03-2004
Boston: McGraw Hill, 1998
Тематический раздел:
First course in Econometrics in Economics Departments at better schools, also Economic/Business Forecasting. Statistics prerequisite but no calculus. Slightly higher level and more comprehensive than Gujarati (M-H, 1996) . P-R covers more time series and forecasting. P-R coverage is notch below Johnston-DiNardo (M-H, 97) and requires no matrix algebra.
Includes data disk.

Examples

Preface

Introduction

PART 1 THE BASICS OF REGRESSION ANALYSIS

    1. Introduction to the Regression Model
    2. Elementary Statistics: A Review
    3. The Two-Variable Regression Model
    4. The Multiple Regression Model

PART 2 SINGLE-EQUATION REGRESSION MODELS

    5. Using the Multiple Regression Model
    6. Serial Correlation and Heteroscedasticity
    7. Instrumental Variables and Model Specification
    8. Forecasting with a Single-Equation Regression Model
    9. Single-Equation Estimation: Advanced Topics
    10. Nonlinear and Maximum-Likelihood Estimation
    11. Models of Qualitative Choice

PART 3 MULTI-EQUATION MODELS

    12. Simultaneous-Equation Estimation
    13. Introduction to Simulation Models
    14. Dynamic Behavior of Simulation Models

PART 4 TIME-SERIES MODELS

    15. Smoothing and Extrapolation of Time Series
    16. Properties of Stochastic Time Series
    17. Linear Time-Series Models
    18. Estimating and Forecasting with Time-Series Models
    19. Applications of Time-Series Models

STATISTICAL TABLES

SOLUTION TO SELECTED PROBLEMS

INDEXES

Author index

Subject index


Ключевые слова

См. также:
[Интернет-ресурс]
Blake LeBaron
Studies in Nonlinear Dynamics and Econometrics. 1997.  Vol. 2. No. 2. P. 53-59. 
[Статья]
Николай Петрович Тихомиров, Елена Юрьевна Дорохина
[Учебная программа]
Whitney K. Newey, Kenneth D. West
Econometrica. 1987.  Vol. 55. No. 3. P. 703-708. 
[Статья]