Koutsoyiannis, A. creator text xxu New York Palgrave Macmillan 1977 2nd ed. monographic eng

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xvii, 681 p.: ill.: 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 -- A. Koutsoyiannis Includes index. Econometrics HB139.K88 9780333778227 0333778227 140619 20220119105943.0