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0079131212 image ECONOMETRIC METHODS, Fourth Edition
Authors:
Jack Johnston, UNIV OF CALIF-IRVINE
John Dinardo, UNIV OF MICHIGAN-ANN ARBOR
  • Request a Review Copy
  • ISBN: 0-07-913121-2
    Description: ©1997 / Hardcover with disk
    Publication Date: October 1996
    Overview

    A classic text in the field, this new edition features a new co-author and provides a well-balanced and comprehensive study of current econometric theory and practice for undergraduate or graduate study. Traditional topics are carefully blended with newer techniques and trends. While the authors of this text assume students have taken a basic course in statistics, they provide a complete appendix on basic statistical theory for those who may need a refresher. In addition, the authors include in an appendix a review of all relevant topics in matrix algebra. Includes data disk.
    Features
    • An innovative feature of this book is the detailed descriptions of several pieces of applied econometric research. These applications use real-life data contained on the data disk which accompanies the text, giving students a hands-on experience working with data sets.
      This book provides a compact, thirteen-chapter presentation.
      Coverage includes clear explanations of the derivation of econometric methods and practices. The authors then go on to show how, in practice, these methods apply to estimation and testing of economic models.
      Applications are built upon US economic data, all of which is contained on the data disk packaged with the text.

    Table of Contents
    1 Relationships Between Two Variables
    2 Further Aspects of Two Variable Relationships
    3 The k-Variable Linear Equation
    4 Some Tests of the k-Variable Linear Equation for Specification Error
    5 Maximum Likelihood (ML), Generalized Least Squares (GLS), and Instrumental Variable (IV) Estimators
    6 Heteroscedasticity and Autocorrelation
    7 Single Equation Modeling I: The Univariate Case
    8 Single Equation Modeling II: The Multivariate Case
    9 Multiple Equation Models
    10 Generalized Method of Moments
    11 A Smorgasbord of Computationally Intensive Methods
    12 Limited Dependent Variable and Related Models
    13 Panel Data