TY  - BOOK
AU  - Wonnacott,Ronald J.
AU  - Wonnacott,Thomas H.
TI  - Econometrics
T2  - Wiley series in probability and mathematical statistics
SN  - 0471959812
AV  - HB139 .W64 1979
PY  - 1979///]
CY  - New York
PB  - Wiley
KW  - Econometrics
N1  - 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
ER  -