Econometrics, 2nd ed 1998

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Language: Anglais
Cover of the book Econometrics, 2nd ed 1998

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440 p. · 23.5x17.8 cm · Paperback
Econometrics 2nd edition is designed as a complete text in econometric methods for intermediate and advanced undergraduates. The text builds from the classical regression model to cover large sample theory, disturbance problems and generalised least squares, formation estimation and testing of dynamic models, multivariate and dynamic multivariate models and limited dependent variable models.


Instructor s Manual (0-13-589482-4).

1. Econometrics: An Overview.
2. The Classical Regression Model.
3. Classical Regression: Further Topics.
4. Large Sample Theory.
5. Disturbance Problems and Generalised Least Squares.
6. Dynamic Models - Formulation.
7. Estimation and Testing in Dynamic Models.
8. Multivariate Models.
9. Dynamic Multivariate Models.
10. Extension and Review
  • Some of the original data examples have been revised and expanded to take account of the latest advances in economics.
  • The text retains its careful, sequential development of ideas.
  • A greater emphasis has been placed on the use of diagrammatic explanations which allows the student to expand their knowledge.
  • There is now a study workbook full of questions, data sets and exercises which help the student apply what they have learned.