Statistical methods of econometrics / E. Malinvaud ; translation by A. Silvey
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- 330.015195 M15s 21
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Part I. Introduction: Chapter 1. Econometrics without stochastic models ; Chapter 2. Economic models and statistical inference ; Chapter 3. Linear model of simple regression ; Chapter 4. The consumption function. Discussion of an econometrics problem -- Part 2. Linear estimation: Chapter 5. The general theory of linear estimation ; Chapter 6. Multiple regression ; Chapter 7. Analysis of variance and covariance ; Chapter 8. Regressions in various contexts -- Part 3. Two important stochastic models: Chapter 9. Non-linear models with additive errors ; Chapter 10. Linear models with errors in variables -- Part 4. Fitting time series: Chapter 11. Statistical analysis of time series ; Chapter 12. Serial correlation of errors in regression models ; Chapter 13 Autoregressive models ; Chapter 14. Distributed lag models -- Part 5. Simultaneous equation models: Chapter 15. Simultaneous equation models in econometrics ; Chapter 16. Estimation problems illustrated by some examples ; Chapter 17. Identification ; Chapter 18. General estimation methods in models with several equations ; Chapter 19. Estimation of an equation in a simultaneous equation model ; Chapter 20. Systems non-linear in the endogenous variables.
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