Principles of econometrics /

By:

Theil, Henri

Material type: Text

TextPublication details: New York : Wiley, c1971.Description: xxxi, 736 p. :illISBN:

0471858455
9780471858454

Subject(s):

Econometrics

DDC classification:

330.01'82 THE

LOC classification:

HB74.M3 T463

Summary: 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.

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Item type	Current library	Collection	Call number	Status	Date due	Barcode
Monograph & others	CBN HQ Library General Stacks	Non-fiction	330.01'82 THE (Browse shelf(Opens below))	Available		31008100102850

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Previous	330.01'82 KLE A textbook of econometrics/	330.01'82 REA Readings in mathematical economics :	330.01'82 SPI Econometric model performance in forecasting and policy assessment /	330.01'82 THE Principles of econometrics /	330.01'82 THE Economics and information theory /	330.01'82 TIN Methodology of mathematical economics and econometrics /	330.01'82 ZEL An introduction to Bayesian inference in econometrics /	Next

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.

rpm 28/06/2017

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