Econometric methods

Front Cover
McGraw-Hill, 1971 - Business & Economics - 437 pages
The nature of econometrics. The two-variable linear model. Extensions of the two-variable linear model. Elements of matrix algebra. The general linear model. Extensions of the general linear model. Generalized least-squares. Autocorrelation. Stochastic regressors, instrumental variables, and errors in variables. Lagged variables. Other multivariate methods. Simultaneous-equation methods: identification. Simultaneous-equation methods: estimation.

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Contents

The Twovariable Linear Model
8
Extensions of the Twovariable Linear Model
47
Elements of Matrix Algebra
68
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