000 01499nam a2200181 a 4500
020 _a9780333778227
020 _a0333778227
082 _a330.015195
_bKOU
100 _aKoutsoyiannis, A.
245 _aTheory of econometrics : an introductory exposition of econometric methods
250 _a2nd Edition.
260 _aHoundmills, Basingstoke, Hampshire ; New York :
_bPalgrave,
_c©2001
300 _axvii, 681 p. :
_billustrations ;
500 _aIncluded Index.
520 _aMost textbooks of econometrics either are too advanced for the majority of students or achieve simplicity by omitting many essential topics. In this book the author has simplified the mathematical presentation of the econometric models while providing a comprehensive treatment of the subject. The text is divided into three parts. Part 1 begins with a brief discussion of the procedure that must be followed in any applied econometric research. It then examines the theory of correlation and the simple linear regression model, and develps the method of analysis of variance and its use with regression analysis. Part 2 is devoted to the assumptions of the linear regression model, their implications for the values of the parameters of the economics relations, their tests and the corrrective action to take when they are violated. Part 3 deals with models of simultaneous relationships. The appendix includes examples and questions relating to economic applications.
650 _aEconometrics.
942 _cREF
999 _c12207
_d12207