Econometric methods / Jack Johnston, John DiNardo.
By: Johnston, Jack
Contributor(s): DiNardo, John
Material type: 

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EWU Library Circulation Section | Non-fiction | 330.015195 JOE 1997 (Browse shelf) | C-5 | Available | 18092 |
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330.015195 INT 2007 The international library of financial econometrics / | 330.015195 INT 2007 The international library of financial econometrics / | 330.015195 INT 2007 The international library of financial econometrics / | 330.015195 JOE 1997 Econometric methods / | 330.015195 JOE 1997 Econometric methods / | 330.015195 JUN 1998 Numerical methods in economics / | 330.015195 JUN 1998 Numerical methods in economics / |
Online version:
Johnston, J. (John), 1923-
Econometric methods.
New York : McGraw-Hill, c1997
(OCoLC)648565696
Includes bibliographical references and index.
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. Table of contents
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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