Join a Business & Economics Mailing List.
Exclusive offers, news and more.
More From This Series
More By These Authors
 The Theory and Practice of Econometrics, 2nd Edition
ISBN: 978-0-471-89530-5
Hardcover
1056 pages
January 1985
US $150.95
 Add to Cart
This price is valid for United States. Change location to view local pricing and availability. |
Instructors may request an evaluation copy for this title.
|
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.
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.
;){kind=link}