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Foundations of econometrics /
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Amsterdam :
North-Holland,
1976.
|
| Colección: | Advanced textbooks in economics ;
v. 7. |
| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Front Cover; Foundations of Econometrics; Copyright Page; Preface; Table of Contents; Chapter 1. Matrix theory; 1. Matrix operations; 2. Euclidean space and linear transformations; 3. Matricial representations of linear transformations; 4. Projection transformations; 5. Determinants; 6. Orthogonal transformations and symmetric matrices; 7. Generalized inverse; 8. Derivatives of functions of matrices; 9. References; Chapter 2. Multivariate statistical analysis: Distribution and point estimation theory; 1. Multivariate probability distributions; 2. Multivariate normal distribution.
- 3. Point estimation theory4. Maximum likelihood method of point estimation; 5. Maximum likelihood estimation of multivariate normal distribution parameters; 6. References; Chapter 3. Linear expected value models; 1. Independent samples; 2. Correlated samples; 3. Linear stochastic difference equations; 4. Errors-in-variables models; 5. References ; Chapter 4. Simultaneous equation estimation ; 1. Identification of a single equation ; 2. Maximum likelihood estimation of a single equation; 3. Maximum likelihood estimation of a system of simultaneous equations.
- 4. Simultaneous least squares estimation 5. Simultaneous equation estimation via instrumental variables; 6. Iterative least squares estimate ; 7. Random exogenous variables ; 8. References ; Chapter 5. Multivariate statistical analysis: Hypothesis testing theory; 1. Hypothesis testing theory ; 2. Sampling distributions ; 3. Tests of linear hypotheses ; 4. References ; Chapter 6. Tests of hypotheses in econometric models; 1. One-way analysis of variance ; 2. Tests of linear hypotheses in regression models; 3. Test of equality of regressions.
- 4. Testing that multiple regression coefficient is zero5. Testing for independence ; 6. Testing for identifiability ; 7. References ; Chapter 7. A prolegomenon to econometric model building; 1. The error term in economic modeling ; 2. Causality in economic models ; 3. Simultaneous equation model types ; 4. References ; Index.