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Book Cover
Author Johnston, J. (John), 1923-

Title Econometric methods / Jack Johnston, John DiNardo
Edition Fourth edition (International edition )
Published New York : McGraw-Hill, [1997]


Location Call no. Vol. Availability
Description xviii, 531 pages ; 25 cm + 1 computer disk (3 1/2 in.)
3 1/2 in
Contents 1. Relationships between Two Variables -- 2. Further Aspects of Two-Variable Relationships -- 3. The k-Variable Linear Equation -- 4. Some Tests of the k-Variable Linear Equation for Specification Error --5. Maximum Likelihood (ML), Generalized Least Squares (GLS), and Instrumental Variable (IV) Estimators -- 6. Heteroscedasticity and Autocorrelation -- 7. Univariate Time Series Modeling -- 8. Autoregressive Distributed Lag Relationships -- 9. Multiple Equation Models -- 10. Generalized Method of Moments -- 11. A Smorgasbord of Computationally Intensive Methods --12. Panel Data -- 13. Discrete and Limited Dependent Variable Models
Summary The authors include a detailed appendix on basic statistical theory for those needing a refresher but the bulk of the book deals with the methods of econometrics and its practice. A disk is included that contains US economic data applications
Bibliography Includes bibliographical references and index
Notes System requirements: For use with IBM PCs and true compatibles
Subject Econometrics.
Author DiNardo, John
LC no. 96077116
ISBN 007115342X (paperback)
0079131212 (acid-free paper)