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Econometrics

Author: John Eatwell; Murray Milgate; Peter K Newman; Robert Harry Inglis Palgrave
Publisher: London : Macmillan Reference Books, 1990.
Series: New Palgrave economics collection.
Edition/Format:   Print book : EnglishView all editions and formats
Database:WorldCat
Summary:

This is an excerpt from the 4-volume dictionary of economics, a reference book which aims to define the subject of economics today. 1300 subject entries in the complete work cover the broad themes of  Read more...

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Document Type: Book
All Authors / Contributors: John Eatwell; Murray Milgate; Peter K Newman; Robert Harry Inglis Palgrave
ISBN: 033349542X 9780333495421 0333495438 9780333495438
OCLC Number: 51360033
Notes: "First published in The New Palgrave : a dictionary of economics. Edited by John Eatwell, Murray, Milgate and Peter Newman in four volumes, 1987"--Title page verso.
Description: xii, 285 pages : illustrations ; 24 cm.
Contents: Econometrics, M.Hashem Pesaran; aggregation of economic relations, Walter D.Fisher; almon lag, Roger N.Waud; bunch maps, Wilfred Corlett; causal inference, G.W.J.Granger; causality in economic models, Herbert A.Simon; censored data models, G.S.Maddala; discrete choice models, Takeshi Amemiya; dummy variables, Pietro Balestra; endogeneity and exogeneity, John Geweke; errors in variables, Vincent J.Geraci; full and limited information methods, Thomas J.Rothenberg; identification, Cheng Hsiao; information theory, Esfandiar Maasoumi; instrumental variables, Charles E.Bates; latent variables, Dennis J.Ainger; leads and lags, Olivier Jean Blanchard; limited dependent variables, Takeshi Amemiya; logit, probit and tobit, Forrest D.Nelson; lognormal distribution, P.E.Hart; macroeconomical models, Ray C.Fair; multicollinearity, Wilfred Corlett; non-linear methods in econometrics, A.Ronald Gallant; non-nested hypotheses, M.Hashem Pesaran; path analysis, Insan Tunali; random coefficients, P.A.V.B.Swamy and J.R.Barth; rational expectations - econometric implications, N.E.Savin; seasonal variation, Pietro Balestra; selection bias and self-selection, James J.Heckman; simulation models, Irma Adelman; simultaneous equation models, Thomas J.Rothenberg; specification problems in econometrics, Edward E.Leamer; spurious regression, C.W.J.Granger; survey research, James N.Morgan; transformation of variables in econometrics, Paul Zarembka; two-stage least squares and the k-class estimator, N.E.Savin; transformation of statistical variables, D.R.Cox; Wiener process, A.G.Malliaris.
Series Title: New Palgrave economics collection.
Responsibility: edited by John Eatwell, Murray Milgate, Peter Newman.
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