A Textbook of Econometrics |
Contents
THE ECONOMETRIC APPROACH | 1 |
STATISTICAL GROUNDWORK | 23 |
ESTIMATION OF AGGREGATIVE MODELS | 64 |
Copyright | |
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Common terms and phrases
aggregative analysis application assumed assumption behavior calculating called chapter coefficients column computational considered consistent constant consumer contains cross decision defined demand density depends derived determinant developed distribution disturbances econometric economic elements endogenous variables equation error estimates example exogenous expenditures expression forecast function given gives households hypothesis identification important income independent individual industry investment involved known lagged least squares limited linear mathematical matrix maximum likelihood estimates mean measurement method moments multiplied normally distributed observations obtained output parameters particular period possible predetermined variables present probability problem production properties random ratio reason relation relative restrictions result sample sample mean savings sector simple single solution statistical structural substitution supply theory tion transformed unit values variance weighted written zero αι