000 | 01453nam a2200217Ia 4500 | ||
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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 |
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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 |