| Description |
xxiii, 838 pages : illustrations ; 25 cm + 1 computer disk (3 1/2 in.) |
| Contents |
Machine derived contents note: Introduction -- Part I ? Single-Equation Regression Models -- 1. The Nature of Regression Analysis -- 2. Two-Variable Regression Analysis: Some Basic Ideas -- 3. Two Variable Regression Model: The Problem of Estimation -- 4. Classical Normal Linear Regression Model (CNLRM) -- 5. Two-Variable Regression: Interval Estimation and Hypothesis Testing -- 6. Extensions of the Two-Variable Linear Regression Model -- 7. Multiple Regression Analysis: The Problem of Estimation -- 8. Multiple Regression Analysis: The Problem of Inference -- 9. Dummy Variable Regression Models -- Part 2: Relaxing Assumptions of the Classical Model -- 10. Multicollinearity: What Happens if the Regressions are Correlated? -- 11. Heteroscedasticity: What Happens if the Error Variance is Nonconstant? -- 12. Autocorrelation: What Happens if the Error Terms are Correlated? -- 13. Econometric Modeling I: Model Specification and Diagnostic Testing? -- Part 3: Topics in Econometrics -- 14. Nonlinear Regression Models -- 15. Qualitative Response Regression Models -- 16. Panel Data Regression Models -- 17. Dynamic Econometric Model: Autoregressive and Distributed Lag Models -- Part 4: Simultaneous Equation Models -- 18. Simultaneous-Equation Models -- 19. The Identification Problem -- 20. Simultaneous-Equation Methods -- Part 5: Time Series Econometrics -- 21. Time Series Econometrics: Some Basic Concepts -- 22. Time Series Econometrics: Forecasting -- Appendixes -- A. A Review of Some Statistical Concepts -- B. Rudiments of Matrix Algebra -- C. The Matrix Approach to the Linear Regression Model -- D. Statistical Tables -- Selected Bibliography -- Indexes -- Name Index -- Subject Index |
| Analysis |
Econometrics |
| Notes |
"International edition"-- Verso of t.p |
| Bibliography |
Includes bibliography |
| Notes |
System requirements for computer disk: IBM PC or compatible |
| Subject |
Econometrics.
|
| Author |
Theobald, Steven A.
|
|
White, Kenneth J.
Basic econometrics : a computer handbook using Shazam
|
| LC no. |
94035295 |
| ISBN |
0070252149 |
|
007113963X (alk. paper : International edition) |
|
0072345756 (disk) |
|
