Theory of econometrics : an introductory exposition of econometric methods (Record no. 35475)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 01881nam a2200193 a 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 0333442830 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9780333442838 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 330.015195 |
| Item number | KOU |
| 100 ## - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Koutsoyiannis, A. ; |
| Relator term | Author |
| 245 ## - TITLE STATEMENT | |
| Title | Theory of econometrics : an introductory exposition of econometric methods |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 2nd edition |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | Hampshire : |
| Name of publisher | Macmillan, |
| Year of publication | 1977. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | xvii, 681 p. : |
| Other physical details | illustrations ; |
| 500 ## - GENERAL NOTE | |
| General note | Includes index |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 1. Definition, Scope and Division of Econometrics --<br/>2. Methodology of Econometric Research --<br/>3. Correlation Theory --<br/>4. The Simple Linear Regression Model the Ordinary Least Squares Method (OLS) --<br/>5. Statistical Tests of Significance of the Estimates --<br/>6. Properties of the Least Squares Estimates --<br/>7. Multiple Regression and Other Extensions of the Simple Linear Regression Model --<br/>8. Regression and Analysis of Variance --<br/>9. The Assumptions of Randomness, Zero Mean, Constant Variance and Normality of the Disturbance Variable --<br/>10. Autocorrelation --<br/>11. Multicollinearity --<br/>12. Errors in Variables, Time as a Variable, Dummy Variables, Grouped Data --<br/>13. Lagged Variables and Distributed-Lag Models --<br/>14. Simultaneous-Equation Models --<br/>15. Identification --<br/>16. Simultaneous-Equation Methods --<br/>17. Mixed Estimation Methods the Method of Principal Components --<br/>18. Maximum Likelihood Methods --<br/>19. Three-Stage Least Squares --<br/>20. Testing the Forecasting Power of an Estimated Model --<br/>21. Choice of Econometric Technique. Monte Carlo Studies. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | 'A textbook which emphasises clarity of exposition and simplification of the mathematical presentation of topics. Assumes only college algebra and introductory statistics, since the greatest attention is given to the economic aspects of econometrics'. Journal of Economic Literature |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Econometric. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Reference Books |
| Collection code | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Full call number | Accession Number | Koha item type |
|---|---|---|---|---|---|---|---|---|---|
| Reference | Main Library | Main Library | Reference | 26/02/1997 | Purchased | 400.00 | 330.015195 KOU | 003764 | Reference Books |