Principles of econometrics /
Theil, Henri.
Principles of econometrics / - New York : Wiley, c1971. - xxxi, 736 p. :ill,
Includes index.
Includes bibliographical references: p. 687-715.
This book describes the techniques available for economic data analysis. It examines a series of statistical models of increasing complexity. The book first summarizes the algebra and statistics prerequisites; it then presents the standard linear model of econometrics and various forms of residuals for testing the model’s assumptions. The latter chapters develop such topics as the generalized least-squares method, simultaneous equation models, asymptotic distribution theory, and specification and aggregation analysis. The book is designed to be used both as a textbook for multilevel courses in econometrics and as a reference tool.
0471858455 9780471858454
Econometrics.
HB74.M3 / T463
330.01'82 / THE
Principles of econometrics / - New York : Wiley, c1971. - xxxi, 736 p. :ill,
Includes index.
Includes bibliographical references: p. 687-715.
This book describes the techniques available for economic data analysis. It examines a series of statistical models of increasing complexity. The book first summarizes the algebra and statistics prerequisites; it then presents the standard linear model of econometrics and various forms of residuals for testing the model’s assumptions. The latter chapters develop such topics as the generalized least-squares method, simultaneous equation models, asymptotic distribution theory, and specification and aggregation analysis. The book is designed to be used both as a textbook for multilevel courses in econometrics and as a reference tool.
0471858455 9780471858454
Econometrics.
HB74.M3 / T463
330.01'82 / THE