عنوان

A practical introduction to econometric methods :

9766401225

9789766401221

b791191

A practical introduction to econometric methods :

[Book]

classical and modern /

Patrick K. Watson and Sonja S. Teelucksingh.

Barbados :

University of the West Indies Press,

2002.

xiv, 307 pages :

illustrations

Includes bibliographical references (pages 301-303) and index.

Introduction: What Is This Thing Called Econometrics? -- Pt. I. Classical. Ch. 1. The General Linear Regression Model. Ch. 2. Evaluating the Ordinary Least Squares (OLS) Regression Fit. Ch. 3. Some Issues in the Application of the General Linear Regression Model. Ch. 4. Generalized Least Squares, Heteroscedasticity and Autocorrelation. Ch. 5. Introduction to Dynamic Models. Ch. 6. The Instrumental Variable Estimator. Ch. 7. The Econometrics of Simultaneous Equation Systems. Ch. 8. Simulation of Econometric Models -- Pt. II. Modern. Ch. 9. Maximum Likelihood Estimation. Ch. 10. The Wald, Likelihood Ratio and Lagrange Multiplier Tests. Ch. 11. Specification (and Other) Tests of Model Authenticity. Ch. 12. Stationarity and Unit Roots. Ch. 13. An Introduction to ARIMA Modelling. Ch. 14. Vector Autoregression (VAR) Modelling with Some Applications. Ch. 15. Cointegration

0

Econometric models.

Econometrics.

Economics, Mathematical.

Econometric models.

Econometrics.

Economics, Mathematical.

Watson, Patrick K.

Teelucksingh, Sonja S.

20201207043406.0

[Book]

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