EconometricsThe main purpose of this volume of the Handbook of Statistics is to serve as a source, reference, and teaching supplement in econometrics, the branch of economics concerned with statistical methods applied to the empirical study of economic relationships. The papers in the volume provide comprehensive and up-to-date surveys of recent developments in semi-parametric and non-parametric estimation, limited dependent variable models, time series analysis, alternatives to likelihood methods, and computer-intensive methods in econometrics. They are written at a level intended for use by professional econometricians and statisticians, as well as advanced graduate students in econometrics. Annotation copyright by Book News, Inc., Portland, OR |
Contents
PART TWO INTRODUCTION TO PROBABILITY | 11 |
Chapter 3 | 21 |
Chapter 4 | 36 |
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Common terms and phrases
2SLS 2SLS estimates a₁ aggregate American Statistical Association analysis assume assumption asymptotic autocorrelation autoregressive B₁ B₂ Bayesian bias C₁ compute confidence intervals consider constant term consumption function covariance matrix defined degrees of freedom demand function denote density dependent variable discussed Distributed Lag distributed-lag models econometric Econometrica economic endogenous estimator of ẞ example exogenous variables explanatory variables forecasts given Hence heteroscedasticity hypothesis income independent instrumental variables lag distribution least-squares estimators likelihood function linear mean method minimize ML estimates multicollinearity n₂ normal distribution obtained omitted variables P₁ parameters plim posterior distribution prediction prior problem procedure random variable ratio regression coefficients regression equation regression model relationship residual sum restrictions sample serial correlation significant simultaneous-equation ẞx standard errors suggested sum of squares Suppose Table tion u₁ vector x₁ y₁ y₂ zero
References to this book
Poverty and Place: Ghettos, Barrios, and the American City Paul A. Jargowsky No preview available - 1997 |