TY  - BOOK
AU  - Koutsoyiannis, A. ;
TI  - Theory of econometrics : an introductory exposition of econometric methods
SN  - 0333442830
U1  - 330.015195 
PY  - 1977///
CY  - Hampshire
PB  - Macmillan, 
KW  - Econometric
N1  - 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
N2  - '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
ER  -