Theory of econometrics : an introductory exposition of econometric methods

By: Koutsoyiannis, A [Author]Material type: TextTextPublication details: Hampshire : Macmillan, 1977Edition: 2nd editionDescription: xvii, 681 p. : illustrationsISBN: 0333442830; 9780333442838 Subject(s): EconometricDDC classification: 330.015195
Contents:
1. Definition, Scope and Division of Econometrics -- 2. Methodology of Econometric Research -- 3. Correlation Theory -- 4. The Simple Linear Regression Model the Ordinary Least Squares Method (OLS) -- 5. Statistical Tests of Significance of the Estimates -- 6. Properties of the Least Squares Estimates -- 7. Multiple Regression and Other Extensions of the Simple Linear Regression Model -- 8. Regression and Analysis of Variance -- 9. The Assumptions of Randomness, Zero Mean, Constant Variance and Normality of the Disturbance Variable -- 10. Autocorrelation -- 11. Multicollinearity -- 12. Errors in Variables, Time as a Variable, Dummy Variables, Grouped Data -- 13. Lagged Variables and Distributed-Lag Models -- 14. Simultaneous-Equation Models -- 15. Identification -- 16. Simultaneous-Equation Methods -- 17. Mixed Estimation Methods the Method of Principal Components -- 18. Maximum Likelihood Methods -- 19. Three-Stage Least Squares -- 20. Testing the Forecasting Power of an Estimated Model -- 21. Choice of Econometric Technique. Monte Carlo Studies.
Summary: '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
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Reference 		Reference 330.015195 KOU (Browse shelf(Opens below)) Available 003764
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Includes index

1. Definition, Scope and Division of Econometrics --
2. Methodology of Econometric Research --
3. Correlation Theory --
4. The Simple Linear Regression Model the Ordinary Least Squares Method (OLS) --
5. Statistical Tests of Significance of the Estimates --
6. Properties of the Least Squares Estimates --
7. Multiple Regression and Other Extensions of the Simple Linear Regression Model --
8. Regression and Analysis of Variance --
9. The Assumptions of Randomness, Zero Mean, Constant Variance and Normality of the Disturbance Variable --
10. Autocorrelation --
11. Multicollinearity --
12. Errors in Variables, Time as a Variable, Dummy Variables, Grouped Data --
13. Lagged Variables and Distributed-Lag Models --
14. Simultaneous-Equation Models --
15. Identification --
16. Simultaneous-Equation Methods --
17. Mixed Estimation Methods the Method of Principal Components --
18. Maximum Likelihood Methods --
19. Three-Stage Least Squares --
20. Testing the Forecasting Power of an Estimated Model --
21. Choice of Econometric Technique. Monte Carlo Studies.

'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

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