Econometric Models and Economic Forecast

• ISBN: 007664811
• EDITORE: Mcgraw-hill International Editions
  
• AUTORE: Robert S. Pindyck - Daniel L. Rubinfeld
• ANNO DI PUBBLICAZIONE: 1981

Second edition.
Pagine 630 - copertina morbida.
In INGLESE.
Libro in buone condizioni.

Contents:
Part 1 - Single-Equation Regression Models.
1 - Introduction to the Regression Model.
2 - Elementary Statistics : A Review.
3 - The Two-Variable Regression Model.
4 - The Multiple Regression Model.
5 - Using the Multiple Regression Model.
6 - Serial Correlation and Heteroscedasticity.
7 - Instrumental Variables and Two-Stage Least Squares.
8 - Forecasting with a Single-Equation Regression Model.
9 - Single-Equation Estimation . Advanced Topics.
10-Models of Qualitative Choice.

Part 2 - Multi-Equation Simulation Model.
11 - Simulataneous-Equation Estimation.
12 - Introduction to Simulation Models.
13 - Dynamic Behavior of Simulation Models.
14 - Examples of Simulation Models.

Part 3 - Time-Series Models.
15 - Smoothing and Extrapolation of Time Series.
16 - Properties and Stochastic Time Series.
17 - Linear Time-Series Models.
18 - Estimation of Time-Series Models.
19 - Forecasting with Time-Series Models.
20 - Applications of Time-Series Models.