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Опубликовано на портале: 02-03-2004
New York: Springer, 2002
Тематический раздел:
This textbook teaches some of the basic econometric methods and the underlying assumptions behind them. It also includes a simple and concise treatment of more advanced topics in time-series, spatial correlation, limited dependent variables and panel data models, as well as specification testing, Gauss-Newton regressions and regression diagnostics. Some of the strengths of this book lie in presenting difficult material in a simple, yet rigorous manner. The exercises contain theoretical problems that should supplement the understanding of the material in each chapter. In addition, the book has a set of empirical illustrations demonstrating some of the basic results learned in each chapter. The empirical exercises are solved using several econometric software packages.

    Table of Contents
  1. What is Econometrics?
  2. Basic Statistical Concepts
  3. Simple Linear Regression
  4. Multiple Regression Analysis
  5. Violations of the Classical Assumptions
  6. Distributed Lags and Dynamic Models
  7. The General Linear Model: The Basics
  8. Regression Diagnostics and Specification Tests
  9. Generalized Least Squares
  10. Seemingly Unrelated Regressions
  11. Simultaneous Equations Model
  12. Pooling Time-Series of Cross-Section Data
  13. Limited Dependent Variables
  14. Time-Series Analysis
    Appendix List of Figures
    List of Tables

Ключевые слова

См. также:
Григорий Гельмутович Канторович
Экономический журнал ВШЭ. 2002.  Т. 6. № 3. С. 379-401. 
Cheng Hsiao
Jack Jonston, John DiNardo
John Philip Rust
Econometrica. 1987.  Vol. 55. No. 5. P. 999-1033. 
[Компьютерная программа]
Daniel Ackerberg
International Economic Review. 2003.  Vol. 44. No. 3. P. 1007-1040. 
Woon Gyu Choi, Sunil Sharma, Maria Stromqvist
IMF ,Working Paper. 2007.  No. 07/151.