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Theory and Practice of Econometrics

ISBN-10: 047189530X

ISBN-13: 9780471895305

Edition: 2nd 1985 (Revised)

Authors: George G. Judge, Tsoung-Chao Lee, Helmut L�tkepohl, 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.
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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: 3.520
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