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Econometric methods / Jack Johnston, John DiNardo.

By: Johnston, J. (John), 1923-.
Material type: TextTextPublisher: New York : McGraw-Hill, c1997Edition: 4th ed.Description: xviii, 531 p. ; 25 cm. +.ISBN: 0079131212 (acidfree paper); 9780079131218.Subject(s): EconometricsDDC classification: 330.015195 Online resources: WorldCat details | E-Book Fulltext
Contents:
Table of contents 1. Relationships between Two Variables -- 2. Further Aspects of Two-Variable Relationships -- 3. The k-Variable Linear Equation -- 4. Some Tests of the k-Variable Linear Equation for Specification Error -- 5. Maximum Likelihood (ML), Generalized Least Squares (GLS), and Instrumental Variable (IV) Estimators -- 6. Heteroscedasticity and Autocorrelation -- 7. Univariate Time Series Modeling -- 8. Autoregressive Distributed Lag Relationships -- 9. Multiple Equation Models -- 10. Generalized Method of Moments -- 11. A Smorgasbord of Computationally Intensive Methods -- 12. Panel Data -- 13. Discrete and Limited Dependent Variable Models.
Summary: The authors include a detailed appendix on basic statistical theory for those needing a refresher but the bulk of the book deals with the methods of econometrics and its practice. A disk is included that contains US economic data applications.
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Item type Current location Collection Call number Status Date due Barcode Item holds
E-Book E-Book EWU Library
E-book
Non-fiction 330.015195 JOE 1997 (Browse shelf) Not for loan
Text Text EWU Library
Reserve Section
Non-fiction 330.015195 JOE 1997 (Browse shelf) Not For Loan 27325
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Includes bibliographical references and index.

Table of contents 1. Relationships between Two Variables --
2. Further Aspects of Two-Variable Relationships --
3. The k-Variable Linear Equation --
4. Some Tests of the k-Variable Linear Equation for Specification Error --
5. Maximum Likelihood (ML), Generalized Least Squares (GLS), and Instrumental Variable (IV) Estimators --
6. Heteroscedasticity and Autocorrelation --
7. Univariate Time Series Modeling --
8. Autoregressive Distributed Lag Relationships --
9. Multiple Equation Models --
10. Generalized Method of Moments --
11. A Smorgasbord of Computationally Intensive Methods --
12. Panel Data --
13. Discrete and Limited Dependent Variable Models.

The authors include a detailed appendix on basic statistical theory for those needing a refresher but the bulk of the book deals with the methods of econometrics and its practice. A disk is included that contains US economic data applications.

Economics

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