Econometric models and economic forecasts
First course in Econometrics in Economics Departments at better schools, also Economic/Business Forecasting. Statistics prerequisite but no calculus. Slightly higher level and more comprehensive than Gujarati (M-H, 1996) . P-R covers more time series and forecasting. P-R coverage is notch below Johnston-DiNardo (M-H, 97) and requires no matrix algebra. Includes data disk.
26 pages matching sample autocorrelation function in this book
Results 1-3 of 26
What people are saying - Write a review
We haven't found any reviews in the usual places.
THE BASICS OF REGRESSION ANALYSIS
The TwoVariable Regression Model
18 other sections not shown
Other editions - View all
2SLS alternative ARIMA model associated assume assumption autocorrelation function autoregressive behavior calculate Chapter coefficients confidence intervals consider consistent estimator consumption covariance critical value degrees of freedom demand dependent variable determine discussion dynamic econometric endogenous variables equal error term error variance example exogenous explanatory variables F statistic F test FIGURE follows forecast error given heteroscedasticity income independent individual intercept interest rate least-squares estimation linear regression matrix maximum-likelihood estimation moving average nonlinear nonstationary normally distributed null hypothesis observations obtain ordinary least squares parameter estimates percent level period predetermined variables predict probit problem procedure random variable random walk reduced form regression equation regression model reject the null relationship residuals sample autocorrelation function serial correlation shown in Fig significant simulation model single-equation slope specification standard deviation standard error stationary stochastic structural sum of squares techniques time-series model uncorrelated zero