Theory of Econometrics

by A. Koutsoyiannis

DESCRIPTION In reviewing the first edition, the Journal of Economic Literature hailed it as a "textbook which emphasizes clarity of exposition and simplification of the mathematical presentation of topics. [It] assumes only college algebra and introductory statistics since 'the greatest attention is given to economic aspects of econometrics. Substantive changes in the new edition provide the reader with an even clearer understanding of econometrics. Professor Koutsoyiannis's extensive revision of severla chapters and sections is aimed at futher clarification of important and relevant data. included in the new material are helpful remarks from reviewers, colleagues and students, as well as numerous exercises. CONTENTS PART 1: CORRELATION THEORY THE SIMPLE LINEAR REGRESSION MODEL: Definition, Scope and Division of Econometrics; Methodology of Econometric Research; Correlation Theory; The Simple Linear Regression Model The Ordinary Least Squares Methods (OLS); Statistical Tests of Significance of the Estimates; Properties of the Least Squares Estimates; Multiple Regression and Other Extensions of the Simple Linear Regression Model; Regression and Anlysis of Variance PART 2: ECONOMETRIC PROBLEMS SECOND-ORDER TESTS OF THE ASSUMPTIONS OF THE LINEAR REGRESSION MODEL: The Assumptions of Randomness, Zero Mean, Constant Variance and Normality of the Disturbance Variable u; Autocorrelation; Multicollinearity; Errors in Variables, Time as a Variable, Dummy Variables, Grouped Data; Lagges Variables and Distributed-Lag Models PART 3: MODELS OF SIMULTANEOUS RELATIONSHIPS : Simultaneous -Equation Models; Identification; Simultaneous-Equation Methods; Mixed Estimation Methods The Methd of Principal Components; maximum Likelihodd Methods; Three-Stage Least Squares; Testing the Forecasting Power of an Estimated Model; Choice Econometric Technique. Monte Carlo Studies

Genres: Economics

699 pages, Paperback

First published June 1, 1978

Reviews

[Denise DeRocher · Rating 4 out of 5]

I really will never read this book, but it's an excellent economic 'dictionary' of econometric theory and terms that has come in useful for me over the years...

[Goodnews Ani · Rating 5 out of 5]

I had rated four to show my interest in the book

[Niten · Rating 5 out of 5]

Nice.

[Abdul Rehman]

read

[Omar]

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[Mnubi Bulemo]

Econmetrics

[Ayesha]

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[Adebimpe · Rating 5 out of 5]

Good

[Ryian Hussien · Rating 5 out of 5]

ممتاز

[Bipon Das]

I want to read It.

[Seyi · Rating 5 out of 5]

great book for learning

[Sanjay Mahato · Rating 5 out of 5]

amazing book