Introductory Econometrics

ISBN-13: 9780387903170 / Angielski / Twarda / 1978 / 429 str.

Phoebus J. Dhrymes; P. J. Dhrymes

Opis

This book has taken form over several years as a result of a number of courses taught at the University of Pennsylvania and at Columbia University and a series of lectures I have given at the International Monetary Fund. Indeed, I began writing down my notes systematically during the academic year 1972-1973 while at the University of California, Los Angeles. The diverse character of the audience, as well as my own conception of what an introductory and often terminal acquaintance with formal econometrics ought to encompass, have determined the style and content of this volume. The selection of topics and the level of discourse give sufficient variety so that the book can serve as the basis for several types of courses. As an example, a relatively elementary one-semester course can be based on Chapters one through five, omitting the appendices to these chapters and a few sections in some of the chapters so indicated. This would acquaint the student with the basic theory of the general linear model, some of the prob lems often encountered in empirical research, and some proposed solutions. For such a course, I should also recommend a brief excursion into Chapter seven (logit and pro bit analysis) in view of the increasing availability of data sets for which this type of analysis is more suitable than that based on the general linear model."

Spis treści

1. The General Linear Model I; 2. The General Linear Model II; 3. The General Linear Model III; 4. The General Linear Model IV; 5. Misspecification Analysis and Errors in Variables; 6. Systems of Simultaneous Equations; 7. Discrete Choice Models: Logit and Probit Analysis; 8. Statistical and Probabilistic Background; Tables for Testing Hypotheses on the Autoregressive Structure of the Errors in a GLM; References; Index