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Econometric methods / Jack Johnston, John DiNardo.

By: Material type: TextTextPublisher: New York : McGraw-Hill, [1997]Copyright date: ©1997Edition: Fourth editionDescription: xviii, 531 pages ; 25 cmContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 0079131212
  • 9780079131218
Subject(s): DDC classification:
  • 330.015195 21
LOC classification:
  • HB139 .J65 1997
Contents:
About the Authors -- Preface -- 1. Relationships between Two Variables -- 2. Further Aspects of Two-Variable Relationships -- 3. The k-Variable Linear Equation -- 4. Some Tests of the k-Variable Linear Equation for Specification Error -- 5. Maximum Likelihood (ML), Generalized Least Squares (GLS), and Instrumental Variable (IV) Estimators -- 6. Heteroscedasticity and Autocorrelation -- 7. Univariate Time Series Modeling -- 8. Autoregressive Distributed Lag Relationships -- 9. Multiple Equation Models -- 10. Generalized Method of Moments -- 11. A Smorgasbord of Computationally Intensive Methods -- 12. Panel Data -- 13. Discrete and Limited Dependent Variable Models -- Appendix A -- Appendix B -- Appendix C -- Appendix D -- Index.
Summary: "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. Includes data disk."--Publisher description.
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Holdings
Item type Current library Call number Copy number Status Date due Barcode
Book City Campus City Campus Main Collection 330.015195 JOH (Browse shelf(Opens below)) 1 Available A216160B

Includes bibliographical references and index.

About the Authors -- Preface -- 1. Relationships between Two Variables -- 2. Further Aspects of Two-Variable Relationships -- 3. The k-Variable Linear Equation -- 4. Some Tests of the k-Variable Linear Equation for Specification Error -- 5. Maximum Likelihood (ML), Generalized Least Squares (GLS), and Instrumental Variable (IV) Estimators -- 6. Heteroscedasticity and Autocorrelation -- 7. Univariate Time Series Modeling -- 8. Autoregressive Distributed Lag Relationships -- 9. Multiple Equation Models -- 10. Generalized Method of Moments -- 11. A Smorgasbord of Computationally Intensive Methods -- 12. Panel Data -- 13. Discrete and Limited Dependent Variable Models -- Appendix A -- Appendix B -- Appendix C -- Appendix D -- Index.

"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. Includes data disk."--Publisher description.

System requirements: For use with IBM PCs and true compatibles.

Machine converted from AACR2 source record.

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