Learning and Practicing Econometrics

ISBN-10: 0471513644
ISBN-13: 9780471513643
Edition: 1st 1993
List price: $210.95 Buy it from $55.71
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Description: Designed to promote students2 understanding of econometrics and to build a more operational knowledge of economics through a meaningful combination of words, symbols and ideas. Each chapter commences in the way economists begin new empirical  More...

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Book details

List price: $210.95
Edition: 1st
Copyright year: 1993
Publisher: John Wiley & Sons, Incorporated
Publication date: 2/11/1993
Binding: Hardcover
Pages: 896
Size: 7.50" wide x 10.50" long x 1.75" tall
Weight: 3.938
Language: English

Designed to promote students2 understanding of econometrics and to build a more operational knowledge of economics through a meaningful combination of words, symbols and ideas. Each chapter commences in the way economists begin new empirical projects--with a question and an economic model--then proceeds to develop a statistical model, select an estimator and outline inference procedures. Contains a copious amount of problems, experimental exercises and case studies.

The Foundations Of Estimation And Inference
Some Basic Ideas: Statistical Concepts for Economists
Statistical Inference 1: Estimating the Mean and Variance of a Population
The Simple Linear Statistical Model
Simple Regression: Economic and Statistical Model Specification and Estimation
GEneral Linear Statistical Model
Inference in the General Linear Statistical Model
Econometric Topics 1
Dummy Variables and Varying Coefficient Models
Collinear Economic Variables
Linear Statistical Models With A General Error Covariance Matrix
Heteroskedastic Errors
Specifying And Estimating Economic And Statistical Models With Feedback Mechanisms
Estimation and Inference for the Simultaneous Equations Model
Time-Series And Dynamic Economic Models
Bivariate and Multivariate Time-Series Models
Econometric Topics 2
Nonlinear Least Squares
Bayesian Estimation And Inference
The Bayesian Approach to Estimation and Inference: Some Basic Definitions, Concepts, and Applications
Economic Data Sources And The Writing Task
Economic Data Sources, Guidelines for Choosing a Research Project, and the Writing of a Research Report
Statistical Tables
Index

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