Description |
xviii, 531 pages ; 25 cm + 1 computer disk (3 1/2 in.) |
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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.
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Author |
DiNardo, John
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LC no. |
96077116 |
ISBN |
007115342X (paperback) |
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0079131212 (acid-free paper) |
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