skip to content
Covid-19 virus
COVID-19 Resources

Reliable information about the coronavirus (COVID-19) is available from the World Health Organization (current situation, international travel). Numerous and frequently-updated resource results are available from this WorldCat.org search. OCLC’s WebJunction has pulled together information and resources to assist library staff as they consider how to handle coronavirus issues in their communities.

Image provided by: CDC/ Alissa Eckert, MS; Dan Higgins, MAM
Advanced econometric methods Preview this item
ClosePreview this item
Checking...

Advanced econometric methods

Author: Thomas B Fomby; R Carter Hill; Stanley R Johnson
Publisher: New York : Springer-Verlag, ©1984.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

Two of the authors (Fomby and Hill) were graduate students of the third (Johnson), and were (and are) concerned about teaching econometrics effectively at the graduate level. Generally, the material  Read more...

Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

Find a copy online

Links to this item

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Additional Physical Format: Online version:
Fomby, Thomas B.
Advanced econometric methods.
New York : Springer-Verlag, ©1984
(OCoLC)646046734
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Thomas B Fomby; R Carter Hill; Stanley R Johnson
ISBN: 0387909087 9780387909080 0387968687 9780387968681 3540909087 9783540909088
OCLC Number: 10072874
Description: xix, 624 pages : illustrations ; 25 cm
Contents: 1 Introduction.- 2 Review of Ordinary Least Squares and Generalized Least Squares.- 3 Point Estimation and Tests of Hypotheses in Small Samples.- 4 Large Sample Point Estimation and Tests of Hypotheses.- 5 Stochastic Regressors.- 6 Use of Prior Information.- 7 Preliminary Test and Stein-Rule Estimators.- 8 Feasible Generalized Least Squares Estimation.- 9 Heteroscedasticity.- 10 Autocorrelation.- 11 Lagged Dependent Variables and Autcorrelation.- 12 Unobservable Variables.- 13 Multicollinearity.- 14 Varying Coefficient Models.- 15 Models That Combine Time-Series and Cross-Section Data.- 16 The Analysis of Models with Qualitative or Censored Dependent Variables.- 17 Distributed Lags.- 18 Uncertainty in Model Specification and Selection.- 19 Introduction to Simultaneous Equations Models.- 20 Identification.- 21 Limited Information Estimation.- 22 Full Information Estimation.- 23 Reduced Form Estimation and Prediction in Simultaneous Equations Models.- 24 Properties of Dynamic Simultaneous Equations Models.- 25 Special Topics in Simultaneous Equations.- Appendix Estimation and Inference in Nonlinear Statistical Models.- A.1 Nonlinear Optimization.- A.1.1 Method of Steepest Ascent.- A.1.2 The Method of Newton.- A.1.3 Method of Quadratic Hill Climbing.- A.1.4 Numerical Differentiation.- A.2 Maximum Likelihood Estimation.- A.2.1 Use of the Method of Newton.- A.2.2 Method of Scoring.- A.2.3 The Method of Berndt, Hall, Hall, and Hausman.- A.2.4 Asymptotic Tests Based on the Maximum Likelihood Method.- A.2.4a The Wald Test.- A.2.4b The Lagrange-Multiplier Test.- A.2.4c The Likelihood Ratio Test Statistic.- A.2.4d Concluding Remarks.- A.3 Nonlinear Regression.- A.4 Summary and Guide to Further Readings.- A.5 References.
Responsibility: Thomas B. Fomby, R. Carter Hill, Stanley R. Johnson.

Reviews

User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


\n\n

Primary Entity<\/h3>\n
<http:\/\/www.worldcat.org\/oclc\/10072874<\/a>> # Advanced econometric methods<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Book<\/a>, schema:CreativeWork<\/a> ;\u00A0\u00A0\u00A0\nlibrary:oclcnum<\/a> \"10072874<\/span>\" ;\u00A0\u00A0\u00A0\nlibrary:placeOfPublication<\/a> <http:\/\/dbpedia.org\/resource\/New_York_City<\/a>> ; # New York<\/span>\n\u00A0\u00A0\u00A0\nlibrary:placeOfPublication<\/a> <http:\/\/id.loc.gov\/vocabulary\/countries\/nyu<\/a>> ;\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/3223551#Topic\/econometrie<\/a>> ; # econometrie<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/3223551#Topic\/83_03_methods_and_techniques_of_economics<\/a>> ; # 83.03 methods and techniques of economics<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/dewey.info\/class\/658.4033\/e19\/<\/a>> ;\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/3223551#Topic\/okonometrie<\/a>> ; # \u00D6konometrie<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/3223551#Topic\/econometrics<\/a>> ; # econometrics<\/span>\n\u00A0\u00A0\u00A0\nschema:bookFormat<\/a> bgn:PrintBook<\/a> ;\u00A0\u00A0\u00A0\nschema:contributor<\/a> <http:\/\/viaf.org\/viaf\/94626206<\/a>> ; # Stanley R. Johnson<\/span>\n\u00A0\u00A0\u00A0\nschema:contributor<\/a> <http:\/\/viaf.org\/viaf\/59188609<\/a>> ; # R Carter Hill<\/span>\n\u00A0\u00A0\u00A0\nschema:copyrightYear<\/a> \"1984<\/span>\" ;\u00A0\u00A0\u00A0\nschema:creator<\/a> <http:\/\/viaf.org\/viaf\/62145382<\/a>> ; # Thomas B. Fomby<\/span>\n\u00A0\u00A0\u00A0\nschema:datePublished<\/a> \"1984<\/span>\" ;\u00A0\u00A0\u00A0\nschema:exampleOfWork<\/a> <http:\/\/worldcat.org\/entity\/work\/id\/3223551<\/a>> ;\u00A0\u00A0\u00A0\nschema:inLanguage<\/a> \"en<\/span>\" ;\u00A0\u00A0\u00A0\nschema:isSimilarTo<\/a> <http:\/\/www.worldcat.org\/oclc\/646046734<\/a>> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Advanced econometric methods<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\nschema:productID<\/a> \"10072874<\/span>\" ;\u00A0\u00A0\u00A0\nschema:publication<\/a> <http:\/\/www.worldcat.org\/title\/-\/oclc\/10072874#PublicationEvent\/new_york_springer_verlag_1984<\/a>> ;\u00A0\u00A0\u00A0\nschema:publisher<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/3223551#Agent\/springer_verlag<\/a>> ; # Springer-Verlag<\/span>\n\u00A0\u00A0\u00A0\nschema:url<\/a> <http:\/\/swbplus.bsz-bw.de\/bsz011917601cov.htm<\/a>> ;\u00A0\u00A0\u00A0\nschema:workExample<\/a> <http:\/\/worldcat.org\/isbn\/9780387909080<\/a>> ;\u00A0\u00A0\u00A0\nschema:workExample<\/a> <http:\/\/worldcat.org\/isbn\/9783540909088<\/a>> ;\u00A0\u00A0\u00A0\nschema:workExample<\/a> <http:\/\/worldcat.org\/isbn\/9780387968681<\/a>> ;\u00A0\u00A0\u00A0\numbel:isLike<\/a> <http:\/\/d-nb.info\/841066655<\/a>> ;\u00A0\u00A0\u00A0\nwdrs:describedby<\/a> <http:\/\/www.worldcat.org\/title\/-\/oclc\/10072874<\/a>> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n\n

Related Entities<\/h3>\n
<http:\/\/dbpedia.org\/resource\/New_York_City<\/a>> # New York<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Place<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"New York<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/dewey.info\/class\/658.4033\/e19\/<\/a>>\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/3223551#Agent\/springer_verlag<\/a>> # Springer-Verlag<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nbgn:Agent<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Springer-Verlag<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/3223551#Topic\/83_03_methods_and_techniques_of_economics<\/a>> # 83.03 methods and techniques of economics<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"83.03 methods and techniques of economics<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/3223551#Topic\/econometrics<\/a>> # econometrics<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"econometrics<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Econometrics<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/3223551#Topic\/econometrie<\/a>> # econometrie<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"econometrie<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Econometrie<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"\u00C9conom\u00E9trie<\/span>\"@fr<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/3223551#Topic\/okonometrie<\/a>> # \u00D6konometrie<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"\u00D6konometrie<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/id.loc.gov\/vocabulary\/countries\/nyu<\/a>>\u00A0\u00A0\u00A0\u00A0a \nschema:Place<\/a> ;\u00A0\u00A0\u00A0\ndcterms:identifier<\/a> \"nyu<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/viaf.org\/viaf\/59188609<\/a>> # R Carter Hill<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Person<\/a> ;\u00A0\u00A0\u00A0\nschema:familyName<\/a> \"Hill<\/span>\" ;\u00A0\u00A0\u00A0\nschema:givenName<\/a> \"R. Carter<\/span>\" ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"R Carter Hill<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/viaf.org\/viaf\/62145382<\/a>> # Thomas B. Fomby<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Person<\/a> ;\u00A0\u00A0\u00A0\nschema:familyName<\/a> \"Fomby<\/span>\" ;\u00A0\u00A0\u00A0\nschema:givenName<\/a> \"Thomas B.<\/span>\" ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Thomas B. Fomby<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/viaf.org\/viaf\/94626206<\/a>> # Stanley R. Johnson<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Person<\/a> ;\u00A0\u00A0\u00A0\nschema:birthDate<\/a> \"1938<\/span>\" ;\u00A0\u00A0\u00A0\nschema:familyName<\/a> \"Johnson<\/span>\" ;\u00A0\u00A0\u00A0\nschema:givenName<\/a> \"Stanley R.<\/span>\" ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Stanley R. Johnson<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/worldcat.org\/isbn\/9780387909080<\/a>>\u00A0\u00A0\u00A0\u00A0a \nschema:ProductModel<\/a> ;\u00A0\u00A0\u00A0\nschema:isbn<\/a> \"0387909087<\/span>\" ;\u00A0\u00A0\u00A0\nschema:isbn<\/a> \"9780387909080<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/worldcat.org\/isbn\/9780387968681<\/a>>\u00A0\u00A0\u00A0\u00A0a \nschema:ProductModel<\/a> ;\u00A0\u00A0\u00A0\nschema:isbn<\/a> \"0387968687<\/span>\" ;\u00A0\u00A0\u00A0\nschema:isbn<\/a> \"9780387968681<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/worldcat.org\/isbn\/9783540909088<\/a>>\u00A0\u00A0\u00A0\u00A0a \nschema:ProductModel<\/a> ;\u00A0\u00A0\u00A0\nschema:isbn<\/a> \"3540909087<\/span>\" ;\u00A0\u00A0\u00A0\nschema:isbn<\/a> \"9783540909088<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/www.worldcat.org\/oclc\/646046734<\/a>>\u00A0\u00A0\u00A0\u00A0a \nschema:CreativeWork<\/a> ;\u00A0\u00A0\u00A0\nrdfs:label<\/a> \"Advanced econometric methods.<\/span>\" ;\u00A0\u00A0\u00A0\nschema:description<\/a> \"Online version:<\/span>\" ;\u00A0\u00A0\u00A0\nschema:isSimilarTo<\/a> <http:\/\/www.worldcat.org\/oclc\/10072874<\/a>> ; # Advanced econometric methods<\/span>\n\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/www.worldcat.org\/title\/-\/oclc\/10072874<\/a>>\u00A0\u00A0\u00A0\u00A0a \ngenont:InformationResource<\/a>, genont:ContentTypeGenericResource<\/a> ;\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/www.worldcat.org\/oclc\/10072874<\/a>> ; # Advanced econometric methods<\/span>\n\u00A0\u00A0\u00A0\nschema:dateModified<\/a> \"2020-02-18<\/span>\" ;\u00A0\u00A0\u00A0\nvoid:inDataset<\/a> <http:\/\/purl.oclc.org\/dataset\/WorldCat<\/a>> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n