Theory and Practice of Econometrics

Name: Theory and Practice of Econometrics
Price: 11.16 USD
Availability: InStock
ISBN: 9780471895305

ISBN-10: 047189530X

ISBN-13: 9780471895305

Edition: 2nd 1985 (Revised)

Authors: George G. Judge, Tsoung-Chao Lee, Helmut Lï¿½tkepohl, R. Carter Hill, William E. Griffiths

List price: $239.95

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Description:

This broadly based graduate-level textbook covers the major models and statistical tools currently used in the practice of econometrics. It examines the classical, the decision theory, and the Bayesian approaches, and contains material on single equation and simultaneous equation econometric models. Includes an extensive reference list for each topic.

Book details

List price: $239.95
Edition: 2nd
Copyright year: 1985
Publisher: John Wiley & Sons, Incorporated
Publication date: 1/18/1985
Binding: Hardcover
Pages: 1056
Size: 6.50" wide x 9.50" long x 2.00" tall
Weight: 3.586
Language: English



Sampling Theory and Bayesian Approaches to Inference


The Classical Inference Approach for the General Linear Model


Statistical Decision Theory and Biased Estimation


The Bayesian Approach to Inference


Inference in General Statistical Models and Time Series


Some Asymptotic Theory and Other General Results for the Linear Statistical Model


Nonlinear Statistical Models


Time Series


Dynamic Specifications


Autocorrelation


Finite Distributed Lags


Infinite Distributed Lags


Some Alternative Covariance Structures


Heteroskedasticity


Disturbance-Related Sets of Regression Equations


Inference in Models that Combine Time Series and Cross-Sectional Data


Inference in Simultaneous Equation Models


Specification and Identification in Simultaneous Equation Models


Estimation and Inference in a System of Simultaneous Equations


Multiple Time Series and Systems of Dynamic Simultaneous Equations


Further Model Extensions


Unobservable Variables


Qualitative and Limited Dependent Variable Models


Varying and Random Coefficient Models


Non-Normal Disturbances


On Selecting the Set of Aggressors


Multicollinearity


Appendices