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Econometrics / Ronald J. Wonnacott, Thomas H. Wonnacott.

By: Contributor(s): Material type: TextTextLanguage: English Series: Whiley series in probability and mathematical statisticsPublication details: New York : John Wiley & Sons, 1979.Edition: Second editionDescription: xxiii, 580 páginas : ilustraciones, gráficas, tablas ; 23 cmContent type:
  • Texto
Media type:
  • Sin mediación
Carrier type:
  • Volumen
ISBN:
  • 0471959812
Subject(s): DDC classification:
  • 330.015195  W65e  21
Other classification:
  • C01
Contents:
Part 1: Elementary econometrics ; 1. Introduction ; 2. Simple regression ; 3. Multiple regression ; 4. Multiple regression extensions ; 5. Correlation ; 6. Time series ; A. Changing variance in the error ; B. Simple time series decomposition and projection ; C. Serially correlated error and lagged variables ; D. Box Jenkins methods ; 7. Simultaneous equations, and other examples of correlated regressor and error ; 8. The identification problem ; 9. Selected estimating techniques ; 10. Bayesian inference -- Part 2: Advanced econometrics ; 11. Introduction: some background mathematics ; 12. Multiple regression using matrices (A generalization of chapters 2 and 3) ; 13. Distribution theory : how the normal, t, x², and F distributions are related ; 14. Vector geometry ; 15. Other regression topics ; 16. Time series problems and generalized lease squares (GLS) ; 17. Instrumental variables (IV) (A generalization of chapter 7) ; 18. Identification (A generalization of chapter 8) ; 19. Single equation estimation (An extension of chapter 9) ; 20. Systems estimation.
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Holdings
Item type Home library Call number Status Notes Date due Barcode Item holds
LIBRO FISICO Biblioteca Principal 330.015195 W65e (Browse shelf(Opens below)) Available Mantener en colección. 29004018970821
Total holds: 0

Incluye referencias bibliográficas (páginas 557-572) e índice.

Part 1: Elementary econometrics ; 1. Introduction ; 2. Simple regression ; 3. Multiple regression ; 4. Multiple regression extensions ; 5. Correlation ; 6. Time series ; A. Changing variance in the error ; B. Simple time series decomposition and projection ; C. Serially correlated error and lagged variables ; D. Box Jenkins methods ; 7. Simultaneous equations, and other examples of correlated regressor and error ; 8. The identification problem ; 9. Selected estimating techniques ; 10. Bayesian inference -- Part 2: Advanced econometrics ; 11. Introduction: some background mathematics ; 12. Multiple regression using matrices (A generalization of chapters 2 and 3) ; 13. Distribution theory : how the normal, t, x², and F distributions are related ; 14. Vector geometry ; 15. Other regression topics ; 16. Time series problems and generalized lease squares (GLS) ; 17. Instrumental variables (IV) (A generalization of chapter 7) ; 18. Identification (A generalization of chapter 8) ; 19. Single equation estimation (An extension of chapter 9) ; 20. Systems estimation.

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