Introductory econometrics: [theory and applications]
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
London u.a.
Longman
1993
|
| Ausgabe: | 2. ed. |
| Schriftenreihe: | Longman economics series
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | X, 436 S. graph. Darst. |
| ISBN: | 0582073782 |
Internformat
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV008358266 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | t | ||
| 008 | 931130s1993 d||| |||| 00||| eng d | ||
| 020 | |a 0582073782 |9 0-582-07378-2 | ||
| 035 | |a (OCoLC)263298381 | ||
| 035 | |a (DE-599)BVBBV008358266 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-19 |a DE-384 |a DE-11 |a DE-188 | ||
| 084 | |a QH 300 |0 (DE-625)141566: |2 rvk | ||
| 084 | |a QH 310 |0 (DE-625)141567: |2 rvk | ||
| 100 | 1 | |a Thomas, R. L. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Introductory econometrics |b [theory and applications] |c R. L. Thomas |
| 250 | |a 2. ed. | ||
| 264 | 1 | |a London u.a. |b Longman |c 1993 | |
| 300 | |a X, 436 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Longman economics series | |
| 650 | 0 | 7 | |a Ökonometrisches Modell |0 (DE-588)4043212-9 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Makroökonomisches Modell |0 (DE-588)4074486-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Demokratie |0 (DE-588)4011413-2 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Ökonometrie |0 (DE-588)4132280-0 |2 gnd |9 rswk-swf |
| 655 | 7 | |0 (DE-588)4151278-9 |a Einführung |2 gnd-content | |
| 689 | 0 | 0 | |a Demokratie |0 (DE-588)4011413-2 |D s |
| 689 | 0 | |5 DE-604 | |
| 689 | 1 | 0 | |a Ökonometrie |0 (DE-588)4132280-0 |D s |
| 689 | 1 | |5 DE-188 | |
| 689 | 2 | 0 | |a Ökonometrisches Modell |0 (DE-588)4043212-9 |D s |
| 689 | 2 | |5 DE-188 | |
| 689 | 3 | 0 | |a Makroökonomisches Modell |0 (DE-588)4074486-3 |D s |
| 689 | 3 | |5 DE-188 | |
| 856 | 4 | 2 | |m HEBIS Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=005519288&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-005519288 | ||
Datensatz im Suchindex
| _version_ | 1804122749018308608 |
|---|---|
| adam_text | Introductory Econometrics
Second Edition
R L Thomas
Longman
London and New York
Contents
Preface to the second edition viii
Acknowledgements x
1 Introduction 1
2 Multiple regression analysis 8
2 1 Revision of some important concepts in two-variable regression 8
2 2 Least squares estimation with more than one explanatory variable 12
2 3 Small-sample and large-sample properties of estimators 18
2 4 The classical linear multiple regression model 26
Further reading 37
Appendix: The properties of consistent estimators 37
Notes 38
3 Maximum likelihood estimation 40
3 1 Maximum likelihood estimation when variables are discrete 40
3 2 Maximum likelihood estimation when variables are continuous 44
3 3 Properties of maximum likelihood estimators 48
3 4 Maximum likelihood estimation and multiple regression SO
3 5 The computation of maximum likelihood estimates S3
Further reading 54
Notes 55
4 Some extensions of the classical linear model 56
4 1 Non-linear regression equations 56
4 2 Dummy variables 58
4 3 Testing for parameter stability 62
4 4 Restrictions on the parameters of regression equations 64
4 5 The likelihood ratio test 71
4 6 The Wald test 73
4 7 The Lagrange multiplier test 77
Further reading 81
Notes 81
5 Breakdowns in classical assumptions 83
5 1 Stochastic explanatory variables 83
5 2 Breakdowns in assumptions concerning the disturbances 93
5 3 Factors resulting in a lack of precision in the OLS estimators 111
Further reading 119
Notes 119
6 Lagged variables 121
6 1 Geometric lag distributions 123
6 2 The formation of expectations 125
6 3 Lags of adjustment 129
6 4 Rational lags 134
6 5 Polynomial or Almon lags 136
Further reading 139
Notes 139
7 The specification and selection of models 140
7 1 Specification errors 140
7 2 Model selection 144
7 3 Error-correction models 151
7 4 Stationarity 157
7 5 Co-integration 163
7 6 An overall strategy for model selection 168
Further reading 172
Notes 172
8 Simultaneous equation systems 173
8 1 The problems of identification and simultaneous equation bias 173
8 2 The estimation of simultaneous relationships 184
83* Maximum likelihood estimation of overidentified equations 191
8 4 The choice of estimation technique 194
Further reading 196
Notes 196
9 Demand analysis 197
9 1 Specification of the demand equation 197
9 2 The aggregation problem 199
9 3 Estimation from time series data 202
9 4 The estimation of Engel curves 207
9 5 The demand for durable goods 212
9 6 Estimating complete systems of demand equations 218
9 7 Early complete system models 221
9 8 Some later developments 226
9 9 Outstanding issues 231
Appendix 234
Notes 245
10 Consumption functions 247
10 1 General problems and early empirical work 247
10 2 The life-cycle hypothesis 252
10 3 The permanent income hypothesis 257
10 4 Prices, inflation and wealth effects 265
10 5 Error correction models of consumption 269
10 6 Rational expectations and consumption 274
10 7 Recent work on UK consumption 279
vi
10 8 Conclusions 283
Appendix A 284
Appendix B 293
Notes 294
11 Production functions 296
11 1 The neo-classical production function 296
11 2 Matching the models to the real world - some conceptual problems 304
11 3 Estimating the micro-production function 309
11 4 Estimating aggregate production functions 320
11 5 Estimating the constant elasticity of substitution production
function 326
11 6 Further developments 331
Appendix: Empirical exercise 336
Notes 344
12 The demand for money 346
12 1 Alternative specifications of the demand for money function 347
12 2 Some problems of estimation 349
12 3 The adjustment process 357
12 4 Empirical findings on the demand for money 364
12 5 The stability of demand for money functions 372
12 6 The ECM approach to the demand for money function 376
12 7 Buffer stock models 382
12 8 Conclusions 389
Appendix 390
Notes 399
13 Macroeconomic models 401
13 1 Some basic ideas 401
13 2 The development of United Kingdom macro-models 408
13 3 Two smaller macro-models 412
13 4 Forecasting in practice 414
13 5 The simulation of macro-models 416
13 6 Some outstanding issues 420
Notes 421
References 422
Index 432
Note: * denotes a more difficult section in the text
vn
|
| any_adam_object | 1 |
| author | Thomas, R. L. |
| author_facet | Thomas, R. L. |
| author_role | aut |
| author_sort | Thomas, R. L. |
| author_variant | r l t rl rlt |
| building | Verbundindex |
| bvnumber | BV008358266 |
| classification_rvk | QH 300 QH 310 |
| ctrlnum | (OCoLC)263298381 (DE-599)BVBBV008358266 |
| discipline | Wirtschaftswissenschaften |
| edition | 2. ed. |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01790nam a2200469 c 4500</leader><controlfield tag="001">BV008358266</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">931130s1993 d||| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0582073782</subfield><subfield code="9">0-582-07378-2</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)263298381</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV008358266</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-19</subfield><subfield code="a">DE-384</subfield><subfield code="a">DE-11</subfield><subfield code="a">DE-188</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 300</subfield><subfield code="0">(DE-625)141566:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 310</subfield><subfield code="0">(DE-625)141567:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Thomas, R. L.</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Introductory econometrics</subfield><subfield code="b">[theory and applications]</subfield><subfield code="c">R. L. Thomas</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">2. ed.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">London u.a.</subfield><subfield code="b">Longman</subfield><subfield code="c">1993</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">X, 436 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Longman economics series</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Ökonometrisches Modell</subfield><subfield code="0">(DE-588)4043212-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Makroökonomisches Modell</subfield><subfield code="0">(DE-588)4074486-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Demokratie</subfield><subfield code="0">(DE-588)4011413-2</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Ökonometrie</subfield><subfield code="0">(DE-588)4132280-0</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)4151278-9</subfield><subfield code="a">Einführung</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Demokratie</subfield><subfield code="0">(DE-588)4011413-2</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Ökonometrie</subfield><subfield code="0">(DE-588)4132280-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="5">DE-188</subfield></datafield><datafield tag="689" ind1="2" ind2="0"><subfield code="a">Ökonometrisches Modell</subfield><subfield code="0">(DE-588)4043212-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="2" ind2=" "><subfield code="5">DE-188</subfield></datafield><datafield tag="689" ind1="3" ind2="0"><subfield code="a">Makroökonomisches Modell</subfield><subfield code="0">(DE-588)4074486-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="3" ind2=" "><subfield code="5">DE-188</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">HEBIS Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=005519288&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-005519288</subfield></datafield></record></collection> |
| genre | (DE-588)4151278-9 Einführung gnd-content |
| genre_facet | Einführung |
| id | DE-604.BV008358266 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T17:18:49Z |
| institution | BVB |
| isbn | 0582073782 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-005519288 |
| oclc_num | 263298381 |
| open_access_boolean | |
| owner | DE-19 DE-BY-UBM DE-384 DE-11 DE-188 |
| owner_facet | DE-19 DE-BY-UBM DE-384 DE-11 DE-188 |
| physical | X, 436 S. graph. Darst. |
| publishDate | 1993 |
| publishDateSearch | 1993 |
| publishDateSort | 1993 |
| publisher | Longman |
| record_format | marc |
| series2 | Longman economics series |
| spelling | Thomas, R. L. Verfasser aut Introductory econometrics [theory and applications] R. L. Thomas 2. ed. London u.a. Longman 1993 X, 436 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Longman economics series Ökonometrisches Modell (DE-588)4043212-9 gnd rswk-swf Makroökonomisches Modell (DE-588)4074486-3 gnd rswk-swf Demokratie (DE-588)4011413-2 gnd rswk-swf Ökonometrie (DE-588)4132280-0 gnd rswk-swf (DE-588)4151278-9 Einführung gnd-content Demokratie (DE-588)4011413-2 s DE-604 Ökonometrie (DE-588)4132280-0 s DE-188 Ökonometrisches Modell (DE-588)4043212-9 s Makroökonomisches Modell (DE-588)4074486-3 s HEBIS Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=005519288&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Thomas, R. L. Introductory econometrics [theory and applications] Ökonometrisches Modell (DE-588)4043212-9 gnd Makroökonomisches Modell (DE-588)4074486-3 gnd Demokratie (DE-588)4011413-2 gnd Ökonometrie (DE-588)4132280-0 gnd |
| subject_GND | (DE-588)4043212-9 (DE-588)4074486-3 (DE-588)4011413-2 (DE-588)4132280-0 (DE-588)4151278-9 |
| title | Introductory econometrics [theory and applications] |
| title_auth | Introductory econometrics [theory and applications] |
| title_exact_search | Introductory econometrics [theory and applications] |
| title_full | Introductory econometrics [theory and applications] R. L. Thomas |
| title_fullStr | Introductory econometrics [theory and applications] R. L. Thomas |
| title_full_unstemmed | Introductory econometrics [theory and applications] R. L. Thomas |
| title_short | Introductory econometrics |
| title_sort | introductory econometrics theory and applications |
| title_sub | [theory and applications] |
| topic | Ökonometrisches Modell (DE-588)4043212-9 gnd Makroökonomisches Modell (DE-588)4074486-3 gnd Demokratie (DE-588)4011413-2 gnd Ökonometrie (DE-588)4132280-0 gnd |
| topic_facet | Ökonometrisches Modell Makroökonomisches Modell Demokratie Ökonometrie Einführung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=005519288&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT thomasrl introductoryeconometricstheoryandapplications |