000			01881nam a2200193 a 4500
999			_c35475 _d35475
020			_a0333442830
020			_a9780333442838
082			_a330.015195 _bKOU
100			_aKoutsoyiannis, A. ; _eaut
245			_aTheory of econometrics : an introductory exposition of econometric methods
250			_a2nd edition
260			_aHampshire : _bMacmillan, _c1977.
300			_axvii, 681 p. : _billustrations ;
500			_aIncludes index
505			_a1. 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.
520			_a'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			_aEconometric.
942			_cREF