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Econometric models and economic forecasts

Author: Robert S Pindyck; Daniel L Rubinfeld
Publisher: New York : McGraw-Hill, ©1981.
Edition/Format:   Print book : English : 2d edView all editions and formats
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Genre/Form: Einführung
Modèles mathématiques
Additional Physical Format: Online version:
Pindyck, Robert S.
Econometric models and economic forecasts.
New York : McGraw-Hill, ©1981
(OCoLC)654119448
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Robert S Pindyck; Daniel L Rubinfeld
ISBN: 0070500967 9780070500969
OCLC Number: 6250887
Notes: Includes indexes.
Description: xxii, 630 pages : illustrations ; 24 cm
Contents: pt. 1. Single-equation regression models --
1. Introduction to the regression model --
2. Elementary statistics: a review --
3. The two-variable regression model --
4. The multiple regression model --
5. Using the multiple regression model --
6. Serial correlation and heteroscedasticity --
7. Instrumental variables and two-stage least squares --
8. Forecasting with a signle-equation regression model --
9. Single-equation estimation: advanced topics --
10. Models of qualitative choice --
pt. 2. Multi-equation simulation models --
11. Simultaneous-equation estimation --
12. Introduction to simulation models --
13. Dynamic behaviour of simulation models --
14. Dynamic behaviour of simulation models --
14. Examples of simulation models --
pt. 3. Time-series models --
15. Smoothing and extrapolation of time series --
16. Properties of stochastic time series --
17. Linear time-series models --
18. Estimation of time-series models --
19. Forecasting with time-series models --
20. Applications of time-series models --
Statistical tables.
Responsibility: Robert S. Pindyck, Daniel L. Rubinfeld.

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