000 01453nam a2200217Ia 4500
003 NULRC
005 20250520100543.0
008 250520s9999 xx 000 0 und d
020 _a201876949
040 _cNULRC
050 _aHB 139 .T46 1997
100 _aThomas, R. L.
_eauthor
245 0 _aModern econometrics :
_ban introduction /
_cR. L. Thomas
260 _a[London] :
_bAddision-Wesley Publishing Company,
_cc1997
300 _axii, 535 pages ;
_c25 cm
504 _aIncludes bibliographical references and index.
505 _aIntroduction -- Probability distributions -- Statistical inference -- Two-variable regression analysis -- Estimators and methods of estimation -- The Classical two-variable regression model -- The Classical multiple regression model -- Stochastic explanatory variables -- More about multiple regression -- Non-spherical disturbances -- Estimating dynamic models -- Choosing the appropriate model -- Handling non-stationary time series -- Testing for stationarity -- Cointegration and the estimation of error correction models
520 _aEconometrics has experienced remarkable changes in the past 15 years, particularly in the area of time series analysis. The development of cointegration techniques has, for the first time, enabled econometricians to make a serious attempt at dealing with the problems of spurious regressions and non-stationary time series.
650 _aECONOMETRICS
942 _2lcc
_cBK
999 _c7681
_d7681