Bücher Mathematik

Introductory Econometrics
Produktbeschreibung

Introductory Econometrics

Autoren: P. J. Dhrymes
Sprache: English
Verlag: Springer-Verlag New York
ISBN: 0-387-90317-8

This book represents a first course in econometrics, assuming only some knowledge of elementary probability theory and statistics on the part of the student. Its rigorous and comprehensive discussion concentrates on the general linear model, treating the standard case as well as the consequences resulting from violation of the underlying assumptions. Extensively documented chapters also cover the misspecification problem and errors in the variable model, simultaneous equations models and, uniquely, Multiple Comparison Test, Durbin- Watson Theory, Power Functions and Bayesian Analysis. Each chapter concludes with carefully selected exercises.


Aus dem Inhalt:
  • 1. The General Linear Model I
    2. The General Linear Model II
    3. The General Linear Model III
    4. The General Linear Model IV
    5. Misspecification Analysis and Errors in Variables
    6. Systems of Simultaneous Equations
    7. Discrete Choice Models: Logit and Probit Analysis
    8. Statistical and Probabilistic Background
    Tables for Testing Hypotheses on the Autoregressive Structure of the Errors in a GLM
    References
    Index


Buchkategorie: Undergraduate textbook

Zielgruppe: Undergraduates n/a

Bibliographie: 1978, 480 p., Hardcover

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