TY  - BOOK
AU  - Theil,Henri
TI  - Principles of econometrics
SN  - 0471858455
AV  - HB74.M3 T463
U1  - 330.01'82 
PY  - 1971///
CY  - New York
PB  - Wiley
KW  - Econometrics
N1  - Includes index; Includes bibliographical references: p. 687-715
N2  - 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.
ER  -