Research Catalog

Title

Introduction to the theory and practice of econometrics / George G. Judge [and others].

Publication

New York : Wiley, ©1982.

Items in the Library & Off-site

Details

Additional Authors

Judge, George G.

Description

xxix, 839 pages : illustrations; 24 cm.

Series Statement

Wiley series in probability and mathematical statistics

Uniform Title

Wiley series in probability and mathematical statistics

Subject

• Econometrics
• Econométrie
• Econometrics
• Ökonometrie

Bibliography (note)

• Includes bibliographies and index.

Contents

Introduction -- Analysis of a sample of data -- Analysis of a sample from a normal population -- Interval estimation and hypothesis testing in the normal linear model -- The Bayesian approach to estimating the mean and variance of a normal population -- The general linear statistical model -- The normal general linear statistical model -- Bayesian estimation and interference for the normal linear statistical model -- Linear stochastic regressor models and asymptotic theory -- General linear statistical model with non scalar-identity covariance matrix -- Disturbance-related sets of regression equations -- An introduction to simultaneous linear statistical models -- Estimation and interference for simultaneous equation statistical models -- Heteroscedasticity -- Autocorrelation -- Using time series and cross-sectional data -- Variable parameter models -- Models with qualitative or limited dependent variables -- Unobservable variables -- The use of nonsample information -- Biased estimation -- Model specification--variable selection -- Multicollinearity -- Nonlinear regression models -- Time series analysis and forecasting -- Analysis of bivariate time series -- Distributed lag models -- Summary of statistical models, estimators and tests.

ISBN

• 0471082775
• 9780471082774
• 0471866652
• 9780471866657

LCCN

81016249

OCLC

• ocm07946967
• 7946967
• SCSB-60124

Owning Institutions

Princeton University Library