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" Introduction to the theory and practice of econometrics / "
George G. Judge [and others].
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BL
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| Record Number
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878324
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| Title & Author
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Introduction to the theory and practice of econometrics /\ George G. Judge [and others].
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| Publication Statement
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New York :: Wiley,, ©1982.
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| Series Statement
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Wiley series in probability and mathematical statistics
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| Page. NO
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xxix, 839 pages :: illustrations ;; 24 cm.
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| ISBN
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0471082775
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: 0471866652
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: 9780471082774
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: 9780471866657
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| Bibliographies/Indexes
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Includes bibliographical references and index.
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| Contents
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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.
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| Subject
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Econometrics.
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Économétrie.
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Econometrics.
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Econométrie.
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Ökonometrie.
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Ökonometrie.
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| Dewey Classification
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330/.028
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| LC Classification
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HB139.I58
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| NLM classification
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83.03bcl
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QH 300rvk
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QH 310rvk
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| Added Entry
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Judge, George G.
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