Research Catalog

Title

Econometric models and economic forecasts / Robert S. Pindyck, Daniel L. Rubinfeld.

Author

Pindyck, Robert S.

Publication

New York : McGraw-Hill, ©1981.

Items in the Library & Off-site

Details

Additional Authors

Rubinfeld, Daniel L.

Description

xxii, 630 pages : illustrations; 24 cm

Subject

• Economic forecasting > Econometric models
• Econometrics
• Economics
• Forecasting
• Economics
• Forecasting
• economics
• Econometrics
• Economic forecasting > Econometric models
• Mathematisches Modell
• Prognose
• Wirtschaft
• Ökonometrie
• Ökonometrisches Modell
• Wiskundige modellen
• Econometrie

Genre/Form

Einführung.

Note

• Includes indexes.

Bibliography (note)

• Includes bibliographical references and indexes.

Contents

pt. 1. Single-equation regression models -- 1. Introduction to the regression model -- 2. Elementary statistics: a review -- 3. The two-variable regression model -- 4. The multiple regression model -- 5. Using the multiple regression model -- 6. Serial correlation and heteroscedasticity -- 7. Instrumental variables and two-stage least squares -- 8. Forecasting with a signle-equation regression model -- 9. Single-equation estimation: advanced topics -- 10. Models of qualitative choice -- pt. 2. Multi-equation simulation models -- 11. Simultaneous-equation estimation -- 12. Introduction to simulation models -- 13. Dynamic behaviour of simulation models -- 14. Dynamic behaviour of simulation models -- 14. Examples of simulation models -- pt. 3. Time-series models -- 15. Smoothing and extrapolation of time series -- 16. Properties of stochastic time series -- 17. Linear time-series models -- 18. Estimation of time-series models -- 19. Forecasting with time-series models -- 20. Applications of time-series models -- Statistical tables.

ISBN

• 0070500967
• 9780070500969

LCCN

80014427

OCLC

• ocm06250887
• 6250887
• SCSB-28846

Owning Institutions

Princeton University Library