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The practice of econometrics : classic and contemporary

Author: Ernst Rudolph Berndt
Publisher: Reading (Mass.) : Addison-Wesley, 1991.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

This book/disk package provides hands-on experience of econometrics with estimation and inference. Each chapter begins with a discussion of the economic theory underlying the application.

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Genre/Form: manuel
Document Type: Book
All Authors / Contributors: Ernst Rudolph Berndt
ISBN: 0201514893 9780201514896 0201176289 9780201176285 0201514885 9780201514889 0201499002 9780201499001 0201545985 9780201545982
OCLC Number: 489968649
Notes: Exercices.
Description: XVIII-702 p. : couv. ill. en coul. ; 24 cm + 1 disquette
Contents: Computers and the practice of econometrics --
The capital asset pricing model : an application of bivariate regression analysis --
Costs, learning curves, and scale economies : from simple to multiple regression --
The measurement of quality change : constructing an hedonic price index for computers using multiple regression methods --
Analyzing determinants of wages and measuring wage discrimination : dummy variables in regression models --
Explaining and forecasting aggregate investment expenditures : distributed lags and autocorrelation --
The demand for electricity : structural and time series approaches --
Causality and simultaneity between advertising and sales --
Modeling the interrelated demands for factors of production : estimation and inference in equation systems --
Parameter estimation in structural and reduced form equations of small macroeconometric models --
Whether and how much women work for pay : applications of limited dependent variable procedures.
Responsibility: Ernst R. Berndt.

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