Theory of econometrics: an introductory exposition of econometric methods/ (Record no. 169444)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 00361nam a2200145Ia 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780333778227 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | CUS |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 330.015195 |
| Item number | KOU/T |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Koutsoyiannis, A. |
| 245 #0 - TITLE STATEMENT | |
| Title | Theory of econometrics: an introductory exposition of econometric methods/ |
| Statement of responsibility, etc. | A. Koutsoyiannis ; foreword by C.F. Carter. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 2nd ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc. | London : |
| Name of publisher, distributor, etc. | Macmillan, |
| Date of publication, distribution, etc. | 1997. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xvii, 681 pages : illustrations ; 24 cm |
| 500 ## - GENERAL NOTE | |
| General note | Previous ed.: 1973.<br/>Includes bibliographical references (p. 667-675. - Includes index).<br/>Performed by: ISBN 0-333-22379-9 Pbk : 7.95.<br/>Previous ed.: 1973<br/> |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | PART 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 Square Estimates - Multiple Regression and other Extension of the Simple Linear Regression Model - Regression and Analysis of Variants - PART 2 ECONOMETRIC PROBLEMS; SECOND-ORDER TESTS OF THE ASSUMPTIONS OF THE LINEAR REGRESSION MODEL - The Assumptions of Randomness, Zero-mean, Constant Variants and Normality of the Disturbance Variable u - Autocorrelation - Multicolinearity - Errors in Variables, Time as a Variable, Dummy Variables, Grouped Data - Lagged Variables and Distributed Lag Models - PART 3 MODELS OF SIMULTANEOUS RELATIONSHIPS - Simultaneous-Equation Models - Indentification - Simultaneous-Equation Methods - Mixed Estimation Methods: the Method of Principal Components - Maximum Likelihood Methods - 3-Stage Least Squares - Testing the Forecasting Power of an Estimated Model - Choice of Econometric Technique - Monte Carlo Studies |
| 650 ## - SUBJECT | |
| Keyword | Econometria |
| 650 ## - SUBJECT | |
| Keyword | Mathematical economics Mathematics for economists. |
| 650 ## - SUBJECT | |
| Keyword | Economics - techniques and procedures |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | General Books |
| Withdrawn status | Lost status | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Full call number | Accession number | Date last seen | Date last checked out | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Central Library, Sikkim University | Central Library, Sikkim University | General Book Section | 29/08/2016 | 330.015195 KOU/T | P24415 | 17/02/2020 | 17/02/2020 | General Books |