The Theory and Practice of Econometrics / Edition 2

The Theory and Practice of Econometrics / Edition 2

by George G. Judge, William E. Griffiths, R. Carter Hill, Helmut Lutkepohl
     
 

This broadly based graduate-level textbook covers the major models and statistical tools currently used in the practice of econometrics. It examines the classical, the decision theory, and the Bayesian approaches, and contains material on single equation and simultaneous equation econometric models. Includes an extensive reference list for each topic.See more details below

Overview

This broadly based graduate-level textbook covers the major models and statistical tools currently used in the practice of econometrics. It examines the classical, the decision theory, and the Bayesian approaches, and contains material on single equation and simultaneous equation econometric models. Includes an extensive reference list for each topic.

Product Details

ISBN-13:
9780471895305
Publisher:
Wiley
Publication date:
01/28/1985
Series:
Wiley Series in Probability and Statistics Series, #49
Edition description:
REV
Pages:
1056
Product dimensions:
6.36(w) x 9.57(h) x 2.10(d)

Related Subjects

Table of Contents

SAMPLING THEORY AND BAYESIAN APPROACHES TO INFERENCE.

The Classical Inference Approach for the General Linear Model.

Statistical Decision Theory and Biased Estimation.

The Bayesian Approach to Inference.

INFERENCE IN GENERAL STATISTICAL MODELS AND TIME SERIES.

Some Asymptotic Theory and Other General Results for the Linear Statistical Model.

Nonlinear Statistical Models.

Time Series.

DYNAMIC SPECIFICATIONS.

Autocorrelation.

Finite Distributed Lags.

Infinite Distributed Lags.

SOME ALTERNATIVE COVARIANCE STRUCTURES.

Heteroskedasticity.

Disturbance-Related Sets of Regression Equations.

Inference in Models that Combine Time Series and Cross-Sectional Data.

INFERENCE IN SIMULTANEOUS EQUATION MODELS.

Specification and Identification in Simultaneous Equation Models.

Estimation and Inference in a System of Simultaneous Equations.

Multiple Time Series and Systems of Dynamic Simultaneous Equations.

FURTHER MODEL EXTENSIONS.

Unobservable Variables.

Qualitative and Limited Dependent Variable Models.

Varying and Random Coefficient Models.

Non-Normal Disturbances.

On Selecting the Set of Aggressors.

Multicollinearity.

Appendices.

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