Selected readings in econometrics from econometrica /
Selected readings in econometrics from econometrica /
edited by John W. Hooper and Marc Nerlove
- Cambridge: The MIT Press, c1970.
- viii, 498 p.: ill. 24cm.
Includes index.
Contents: Can stock market forecaters forecast? -- Partial time regressions as compared with individual trends -- The Statistical implications of a system of simultaneous equations -- The Demand for durable goods -- On the Statistical treatment of linear stochastic difference equations -- The Use of econometric model as a guide to economic policy -- Identification problems in economic model construction -- Overcapacity and the acceleration principle -- Habit persistence and lags in human behaviour -- A Generalized classical method of linear estimation of coefficients in a structural equation -- Hybrid corn: An exploration in the economics of technological change -- An International comparison of household expenditure patterns, commemorating the centenary of Engel's law -- Estimation of relationships for limited dependent variables -- Simultaneous equations and canomical correlation theory -- The Dynamic properties of the Klein-Goldberger model -- The Durability of consumers' durable goods -- Underidentification, structural estimation, and forecasting -- On the Cost of approximate specification in simultaneous equation estimation -- Three-state least squares: Simultaneous estimation of simultaneous equations -- Efficient estimation of simultaneous equation systems -- Spectral analysis of seasonal adjustment procedures -- A Comparison of alternative estimators for simultaneous equations.
0262080443
Econometrics
HB139.H64
Includes index.
Contents: Can stock market forecaters forecast? -- Partial time regressions as compared with individual trends -- The Statistical implications of a system of simultaneous equations -- The Demand for durable goods -- On the Statistical treatment of linear stochastic difference equations -- The Use of econometric model as a guide to economic policy -- Identification problems in economic model construction -- Overcapacity and the acceleration principle -- Habit persistence and lags in human behaviour -- A Generalized classical method of linear estimation of coefficients in a structural equation -- Hybrid corn: An exploration in the economics of technological change -- An International comparison of household expenditure patterns, commemorating the centenary of Engel's law -- Estimation of relationships for limited dependent variables -- Simultaneous equations and canomical correlation theory -- The Dynamic properties of the Klein-Goldberger model -- The Durability of consumers' durable goods -- Underidentification, structural estimation, and forecasting -- On the Cost of approximate specification in simultaneous equation estimation -- Three-state least squares: Simultaneous estimation of simultaneous equations -- Efficient estimation of simultaneous equation systems -- Spectral analysis of seasonal adjustment procedures -- A Comparison of alternative estimators for simultaneous equations.
0262080443
Econometrics
HB139.H64