William E. Griffiths, R. C. Hill, George G. Judge

Learning & Practicing Economet

• Gebundenes Buch

Produktbeschreibung

Designed to promote students' understanding of econometrics and to build a more operational knowledge of economics through a meaningful combination of words, symbols and ideas. Each chapter commences in the way economists begin new empirical projects--with a question and an economic model--then proceeds to develop a statistical model, select an estimator and outline inference procedures. Contains a copious amount of problems, experimental exercises and case studies.

Produktdetails

• Verlag: Wiley & Sons
• 1. Auflage
• Seitenzahl: 894
• Erscheinungstermin: 28. Januar 1993
• Englisch
• Abmessung: 260mm x 183mm x 52mm
• Gewicht: 1775g
• ISBN-13: 9780471513643
• ISBN-10: 0471513644
• Artikelnr.: 06994076

Autorenporträt

William E. Griffiths and R. Carter Hill are the authors of Learning and Practicing Econometrics, published by Wiley.

Inhaltsangabe

Partial table of contents:THE FOUNDATIONS OF ESTIMATION AND INFERENCE.Some Basic Ideas: Statistical Concepts for Economists.Statistical Inference 1: Estimating the Mean and Variance of a Population.THE SIMPLE LINEAR STATISTICAL MODEL.Simple Regression: Economic and Statistical Model Specification and Estimation.GENERAL LINEAR STATISTICAL MODEL.Inference in the General Linear Statistical Model.ECONOMETRIC TOPICS 1.Dummy Variables and Varying Coefficient Models.Collinear Economic Variables.LINEAR STATISTICAL MODELS WITH A GENERAL ERROR COVARIANCE MATRIX.Heteroskedastic Errors.SPECIFYING AND ESTIMATING ECONOMIC AND STATISTICAL MODELS WITH FEEDBACK MECHANISMS.Estimation and Inference for the Simultaneous Equations Model.TIME-SERIES AND DYNAMIC ECONOMIC MODELS.Bivariate and Multivariate Time-Series Models.ECONOMETRIC TOPICS 2.Nonlinear Least Squares.BAYESIAN ESTIMATION AND INFERENCE.The Bayesian Approach to Estimation and Inference: Some Basic Definitions, Concepts, and Applications.ECONOMIC DATA SOURCES AND THE WRITING TASK.Economic Data Sources, Guidelines for Choosing a Research Project, and the Writing of a Research Report.Statistical Tables.Index.

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Partial table of contents: THE FOUNDATIONS OF ESTIMATION AND INFERENCE.
Some Basic Ideas: Statistical Concepts for Economists. Statistical
Inference 1: Estimating the Mean and Variance of a Population. THE SIMPLE
LINEAR STATISTICAL MODEL. Simple Regression: Economic and Statistical Model
Specification and Estimation. GENERAL LINEAR STATISTICAL MODEL. Inference
in the General Linear Statistical Model. ECONOMETRIC TOPICS 1. Dummy
Variables and Varying Coefficient Models. Collinear Economic Variables.
LINEAR STATISTICAL MODELS WITH A GENERAL ERROR COVARIANCE MATRIX.
Heteroskedastic Errors. SPECIFYING AND ESTIMATING ECONOMIC AND STATISTICAL
MODELS WITH FEEDBACK MECHANISMS. Estimation and Inference for the
Simultaneous Equations Model. TIME-SERIES AND DYNAMIC ECONOMIC MODELS.
Bivariate and Multivariate Time-Series Models. ECONOMETRIC TOPICS 2.
Nonlinear Least Squares. BAYESIAN ESTIMATION AND INFERENCE. The Bayesian
Approach to Estimation and Inference: Some Basic Definitions, Concepts, and
Applications. ECONOMIC DATA SOURCES AND THE WRITING TASK. Economic Data
Sources, Guidelines for Choosing a Research Project, and the Writing of a
Research Report. Statistical Tables. Index.