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 |
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2SLS 2SLS estimator 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 ẞx standard errors suggested sum of squares Suppose Table tion u₁ u₂ 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 |