عنوان

A practical introduction to econometric methods :

(Number (ISBN

9766401225

(Number (ISBN

9789766401221

Number

b791191

Title Proper

A practical introduction to econometric methods :

General Material Designation

[Book]

Other Title Information

classical and modern /

First Statement of Responsibility

Patrick K. Watson and Sonja S. Teelucksingh.

Place of Publication, Distribution, etc.

Barbados :

Name of Publisher, Distributor, etc.

University of the West Indies Press,

Date of Publication, Distribution, etc.

2002.

Specific Material Designation and Extent of Item

xiv, 307 pages :

Other Physical Details

illustrations

Text of Note

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

Text of Note

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.

Class number

Book number

Watson, Patrick K.

Teelucksingh, Sonja S.

Date of Transaction

20201207043406.0

Electronic name

[Book]

Y