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Econometric models, techniques, and applications

Author: Michael D Intriligator; Ronald G Bodkin; Cheng Hsiao
Publisher: Upper Saddle River, N.J. : Prentice Hall, ©1996.
Edition/Format:   Print book : English : 2nd edView all editions and formats
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Document Type: Book
All Authors / Contributors: Michael D Intriligator; Ronald G Bodkin; Cheng Hsiao
ISBN: 0132247755 9780132247757
OCLC Number: 422054972
Description: xvii, 654 p. : ill. ; 25 cm.
Contents: I. INTRODUCTION: OVERVIEW, MODELS, AND DATA. 1. The Econometric Approach. 2. Models, Economic Models, and Econometric Models. 3. Data and Refined Data. II. SINGLE-EQUATION ESTIMATION. 4. The Basic Linear Regression Model. 5. Extensions of the Simple Linear Regression Model. 6. Introduction to Time-Series Analysis and Dynamic Specification. III. APPLICATIONS OF SINGLE-EQUATION ESTIMATION. 7. Applications to Households; Demand Analysis. 8. Applications to Firms; Production Functions and Cost Functions. IV. SIMULTANEOUS EQUATIONS AND DYNAMIC SYSTEMS. 9. The Simultaneous-Equations System and Its Identification. 10. Estimation of the Simultaneous-Equations Systems. 11. Dynamic Systems. V. APPLICATIONS OF SIMULTANEOUS-EQUATIONS ESTIMATION. 12. Applications to Macroeconometric Models. 13. Other Applications of Simultaneous-Equations Estimation. VI. THE USES AND EVALUATION OF ECONOMETRIC MODELS. 14. Structural Analysis. 15. Forecasting. 16. Policy Evaluation. 17. Validation of Econometric Models and Managerial Aspects of the Uses of Econometric Models. Appendix A: An Econometric Project. Appendix B: Matrices. Appendix C: Probability and Statistics. Index.
Responsibility: Michael D. Intriligator, Ronald G. Bodkin, Cheng Hsiao.

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