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Econometric methods

Author: Manoranjan Dutta
Publisher: Cincinnati : South-western Pub. Co., [1975]
Series: International business and management series.
Edition/Format:   Print book : EnglishView all editions and formats
Database:WorldCat
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Document Type: Book
All Authors / Contributors: Manoranjan Dutta
ISBN: 053808880X 9780538088800
OCLC Number: 1363522
Description: vi, 382 pages : illustrations ; 24 cm.
Contents: Introduction: what is econometrics? --
1. The structure and the model: functional forms and stochastic terms --
2. Regression and correlation models (I) --
3. Regression and correlation models (II) --
4. Serial correlation and heteroscedasticity --
5. Multicollinearity --
6. Dummy variables --
7. Autoregressive and lag models --
8. Variance-covariance analysis, principal component analysis, and orthogonal regression --
9. Instrumental variables --
10. Identification --
11. Interdependent systems of linear equations --
12. Simultaneous system: single-equation methods --
13. Full information maximum likelihood method and three-stage least squares method --
14. Choice of methods and use of models.
Series Title: International business and management series.
Responsibility: M. Dutta.

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