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The Theory and practice of econometrics

Author: George G Judge
Publisher: New York : Wiley, ©1985.
Series: Wiley series in probability and mathematical statistics.
Edition/Format:   Print book : English : 2nd edView all editions and formats
Summary:

Covers the major models and statistical tools currently used in the practice of econometrics. It examines the classical, the decision theory and the Bayesian approaches, and contains material on  Read more...

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Genre/Form: Aufsatzsammlung
Einführung
Additional Physical Format: Online version:
Theory and practice of econometrics.
New York : Wiley, ©1985
(OCoLC)647042132
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: George G Judge
ISBN: 047189530X 9780471895305 0471845728 9780471845720
OCLC Number: 10727291
Description: xxix, 1019 pages : illustrations ; 25 cm.
Contents: SAMPLING THEORY AND BAYESIAN APPROACHES TO INFERENCE; The Classical Inference Approach for the General Linear Model; Statistical Decision Theory and Biased Estimation; The Bayesian Approach to Inference; INFERENCE IN GENERAL STATISTICAL MODELS AND TIME SERIES; Some Asymptotic Theory and Other General Results for the Linear Statistical Model; Nonlinear Statistical Models; Time Series; DYNAMIC SPECIFICATIONS; Autocorrelation; Finite Distributed Lags; Infinite Distributed Lags; SOME ALTERNATIVE COVARIANCE STRUCTURES; Heteroskedasticity; Disturbance-Related Sets of Regression Equations; Inference in Models that Combine Time Series and Cross-Sectional Data; INFERENCE IN SIMULTANEOUS EQUATION MODELS; Specification and Identification in Simultaneous Equation Models; Estimation and Inference in a System of Simultaneous Equations; Multiple Time Series and Systems of Dynamic Simultaneous Equations; FURTHER MODEL EXTENSIONS; Unobservable Variables; Qualitative and Limited Dependent Variable Models; Varying and Random Coefficient Models; Non-Normal Disturbances; On Selecting the Set of Aggressors; Multicollinearity; Appendices.
Series Title: Wiley series in probability and mathematical statistics.
Responsibility: George G. Judge [and others].
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