Econometric Methods

ISBN-10: 0079131212

ISBN-13: 9780079131218

Edition: 4th 1997

List price: $137.81
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Description:

The authors include a detailed appendix on basic statistical theory for those needing a refresher but the bulk of the book deals with the methods of econometrics and its practice. A disk is included that contains US economic data applications.
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Book details

List price: $137.81
Edition: 4th
Copyright year: 1997
Publisher: McGraw-Hill Higher Education
Binding: Hardcover
Pages: 608
Size: 6.75" wide x 9.75" long x 1.25" tall
Weight: 1.936
Language: English

John Johnston is Professor of English and Comparative Literature at Emory University in Atlanta. He is the author of Carnival of Repetition and Information Multiplicity.

Relationships Between Two Variables
Further Aspects of Two Variable Relationships
The k-Variable Linear Equation
Some Tests of the k-Variable Linear Equation for Specification Error
Maximum Likelihood (ML), Generalized Least Squares (GLS), and InstrumentalVariable (IV) Estimators
Heteroscedasticity and Autocorrelation
Single Equation Modeling I: The Univariate Case
Single Equation Modeling II: The Multivariate Case
Multiple Equation Models
Generalized Method of Moments
A Smorgasbord of Computationally Intensive Methods
Limited Dependent Variable and Related Models
Panel Data
Table of Contents provided by Publisher. All Rights Reserved.
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