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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:
Юрий Валерьевич Андриенко
Экономический журнал ВШЭ. 2001.  Т. 5. № 2. С. 194-220. 
[Статья]
Orley C. Ashenfelter, David Zimmerman, Philip Levine
[Книга]
Harry H. Kelejian
Journal of Econometrics. 1982.  Vol. 20. No. 2. P. 325-333. 
[Статья]
James B. Ramsey
Journal of the Royal Statistical Society. Series B (Methodological). 1969.  Vol. 31. No. 2. P. 350-371. 
[Статья]
Michael Osterwald-Lenum
Oxford Bulletin of Economics and Statistics. 1992.  Vol. 54. No. 3. P. 461-472. 
[Статья]
Greta M. Ljung, George E.P. Box
Biometrika. 1979.  Vol. 66. No. 2. P. 265-270. 
[Статья]