Name: Theory of Econometrics By A. Koutsoyiannis
SKU: 9780333223796
Price: 9.30 GBP
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Theory of Econometrics Summary

Theory of Econometrics: A Introductory Exposition of Economic Methods by A. Koutsoyiannis

'A textbook which emphasises clarity of exposition and simplification of the mathematical presentation of topics. Assumes only college algebra and introductory statistics, since the greatest attention is given to the economic aspects of econometrics'. Journal of Economic Literature

PART 1 CORRELATION THEORY: THE SIMPLE LINEAR REGRESSION MODEL - Definition, Scope and Division of Econometrics - Methodology of Econometric Research - Correlation Theory - The Simple Linear Regression Model: The Ordinary Least Squares Method (OLS) - Statistical Tests of Significance of the Estimates - Properties of the Least Square Estimates - Multiple Regression and other Extension of the Simple Linear Regression Model - Regression and Analysis of Variants - PART 2 ECONOMETRIC PROBLEMS; SECOND-ORDER TESTS OF THE ASSUMPTIONS OF THE LINEAR REGRESSION MODEL - The Assumptions of Randomness, Zero-mean, Constant Variants and Normality of the Disturbance Variable u - Autocorrelation - Multicolinearity - Errors in Variables, Time as a Variable, Dummy Variables, Grouped Data - Lagged Variables and Distributed Lag Models - PART 3 MODELS OF SIMULTANEOUS RELATIONSHIPS - Simultaneous-Equation Models - Indentification - Simultaneous-Equation Methods - Mixed Estimation Methods: the Method of Principal Components - Maximum Likelihood Methods - 3-Stage Least Squares - Testing the Forecasting Power of an Estimated Model - Choice of Econometric Technique - Monte Carlo Studies

Additional information

Sku

GOR001178093

ISBN 13

9780333223796

ISBN 10

0333223799

Title

Theory of Econometrics: A Introductory Exposition of Economic Methods by A. Koutsoyiannis

Author

A. Koutsoyiannis

Condition

Used - Very Good

Binding type

Paperback

Publisher

Palgrave Macmillan

Year published

1977-09-30

Number of pages

699

Prizes

N/A

Cover note

Book picture is for illustrative purposes only, actual binding, cover or edition may vary.

Note

This is a used book - there is no escaping the fact it has been read by someone else and it will show signs of wear and previous use. Overall we expect it to be in very good condition, but if you are not entirely satisfied please get in touch with us

Theory of Econometrics A. Koutsoyiannis

Theory of Econometrics by A. Koutsoyiannis

Summary

Theory of Econometrics Summary

Theory of Econometrics: A Introductory Exposition of Economic Methods by A. Koutsoyiannis

Table of Contents

Additional information

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