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Wonnacott, Ronald J.

Econometrics / Ronald J. Wonnacott, Thomas H. Wonnacott. - 2d ed. - xxiii, 580 pages : illustrations ; 24 cm. - Wiley series in probability and mathematical statistics . - Wiley series in probability and mathematical statistics. .

Includes index.

Bibliography: pages 557-572.

Part I: Elementary econometrics -- 1. Introduction -- 2. Simple regression -- 3. Multiple regression -- 4. Multiple regression extensions -- 5. Correlation -- 6. Time series -- 7. Simultaneous equations, and other examples of correlated regressor and error -- 8. The identification problem -- 9. Selected estimating techniques -- 10. Bayesian inference -- Part II: Advanced econometrics -- 11. Introduction: some background mathematics -- 12. Multiple regression using matrices (a generalization of chapters 2 and 3) -- 13. Distribution theory: how the normal, t, xò, and F distributions are related -- 14. Vector geometry -- 15. Other regression topics -- 16. Time series problems and generalized lease squares (GLS) -- 17. Instrumental variables (IV) (a generalization of chapter 7) -- 18. Identification (a generalization of chapter 8) -- 19. Single equation estimation (an extension of chapter 9) -- 20. Systems estimation.

ISBN: 0471959812 9780471959816

LCCN: 78031257

Subjects--Topical Terms:
Econometrics

LC Class. No.: HB139 / .W64 1979