01813nam a22002297a 4500 OSt 20220119105943.0 140619b xxu||||| |||| 00| 0 eng d 9780333778227 0333778227 LC HB139.K88 Koutsoyiannis, A. Theory of econometrics: an introductory exposition of econometric methods. / A. Koutsoyiannis 2nd ed. New York: Palgrave Macmillan, 1977. xvii, 681 p.: ill.: Includes index. Contents: 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 Method(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 analysis of variance -- 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 -- Autocorrelation -- Multicollinearity -- Errors in variables, time as a variable, dummy variables, grouped data -- Lagged variables and distributed-lag models -- 3. Models of simultaneous relationships: Simultaneous-equation models -- Identification -- Simultaneous-equation methods -- Mixed estimation methods: the method of principal components -- Maximum likelihood methods -- Three-stage least squares -- Testing the forecasting power of an estimated model -- Choice of econometric technique. Monte Carlo studies -- Econometrics lcc BK 8437 15937 0 0 lcc 0 0 WIUC-KL WIUC-KL GEN 2019-10-23 0 HB139.K88(2e) K/257/257/19 2022-01-19 00:00:00 1 2022-01-19 BK 0 0 lcc 0 0 WIUC-KL WIUC-KL GEN 2019-10-23 0 HB139.K881(2e) K/258/258/19 2022-01-19 00:00:00 2 2022-01-19 BK 0 0 lcc 0 0 WIUC-KL WIUC-KL GEN 2019-10-23 0 HB139.K882(2e) K/259/259/19 2022-01-19 00:00:00 3 2022-01-19 BK 0 0 lcc 0 0 WIUC-KL WIUC-KL GEN 2019-10-23 0 HB139.K883(2e) K/260/260/19 2022-01-19 00:00:00 4 2022-01-19 BK