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Introduction to the theory and practice of econometrics.

By: Contributor(s): Material type: TextTextPublication details: New York : John Wiley & Sons, [1988]Edition: Second edition / George G. Judge, R. Carter Hill, William E. Griffiths, Helmut Lütkepohl, Tsoung-Chao LeeDescription: xxxvii, 1024 pages : illustrations (black and white) ; 24 cmISBN:
  • 9780471624141 (hbk.) :
  • 0471624144
Subject(s): DDC classification:
  • 330.028 JUD
LOC classification:
  • HB139 .I58 1988
Contents:
THE FOUNDATION OF STATISTICAL INFERENCE. Probability and Distribution Theory. Statistical Inference: Estimation and Hypothesis Testing. Bayesian Inference. THE GENERAL LINEAR STATISTICAL MODEL. Linear Statistical Model. The Normal General Linear Statistical Model. Bayesian Analysis of the Normal Linear Statistical Model. GENERALIZATIONS OF THE LINEAR STATISTICAL MODEL. General Linear Statistical Model with Non-Scalar Identity Covariance Matrix. General Linear Statistical Model with an Unknown Covariance Matrix. Dummy Variables and Varying Parameter Models. Sets of Linear Statistical Models. Nonlinear Least Squares and Nonlinear Maximum Likelihood Estimation. Stochastic Regressors. SIMULTANEOUS EQUATION MODELS. An Introduction to Simultaneous Linear Statistical Models. Estimation and Inference for Simultaneous Equation Statistical Models. TIME-SERIES AND DISTRIBUTED LAG MODELS. Time Series Analysis and Forecasting. Distributed Lags. Multiple Time-Series. ADDITIONAL ECONOMETRIC TOPICS. Qualitative and Limited Dependent Variable Models. Prior Information, Biased Estimation, and Statistical Model Selection. Multicollinearity. Robust Estimation. Epilogue. Appendix.
Summary: This second edition of the highly acclaimed introduction to econometrics retains its comprehensive nature and strong authorship, while incorporating much new material. New to this edition are a complete treatment of Bayesian inference, sampling theory, an appendix on linear algebra and a computer handbook.
Holdings
Item type Current library Call number Copy number Status Date due Barcode
Long Loan TUS: Midlands, Main Library Athlone General Lending 330.028 JUD (Browse shelf(Opens below)) 1 Available 00211156

Previous edition: 1982.

Includes bibliographical references and index.

THE FOUNDATION OF STATISTICAL INFERENCE. Probability and Distribution Theory. Statistical Inference: Estimation and Hypothesis Testing. Bayesian Inference. THE GENERAL LINEAR STATISTICAL MODEL. Linear Statistical Model. The Normal General Linear Statistical Model. Bayesian Analysis of the Normal Linear Statistical Model. GENERALIZATIONS OF THE LINEAR STATISTICAL MODEL. General Linear Statistical Model with Non-Scalar Identity Covariance Matrix. General Linear Statistical Model with an Unknown Covariance Matrix. Dummy Variables and Varying Parameter Models. Sets of Linear Statistical Models. Nonlinear Least Squares and Nonlinear Maximum Likelihood Estimation. Stochastic Regressors. SIMULTANEOUS EQUATION MODELS. An Introduction to Simultaneous Linear Statistical Models. Estimation and Inference for Simultaneous Equation Statistical Models. TIME-SERIES AND DISTRIBUTED LAG MODELS. Time Series Analysis and Forecasting. Distributed Lags. Multiple Time-Series. ADDITIONAL ECONOMETRIC TOPICS. Qualitative and Limited Dependent Variable Models. Prior Information, Biased Estimation, and Statistical Model Selection. Multicollinearity. Robust Estimation. Epilogue. Appendix.

This second edition of the highly acclaimed introduction to econometrics retains its comprehensive nature and strong authorship, while incorporating much new material. New to this edition are a complete treatment of Bayesian inference, sampling theory, an appendix on linear algebra and a computer handbook.

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