Econometrics:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New York [u.a.]
Dekker
1976
|
| Edition: | 1. print. |
| Series: | Statistics
18 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | 267 S. |
| ISBN: | 0824763645 |
Staff View
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Record in the Search Index
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| adam_text | Titel: Econometrics
Autor: Schmidt, Peter
Jahr: 1976
Contents
Preface iü
1. Least Squares Under Ideal Conditions 1
1.1 Introduction 1
1.2 Least Squares: Algebraic Results 2
1.3 Basic Statistical Results 6
1.4 Further Statistical Results 11
1.5 Tests of Hypotheses 18
2. Violations of the Ideal Conditions 35
2.1 Introduction 35
2.2 Disturbances with Nonzero Mean 36
2.3 Multicollinearity 40
2.4 Nonnormal Disturbances 55
2.5 Generalized Least Squares 64
2.6 Sets of Regression Equations 72
2.7 Asymptotically Uncooperative Regressors 85
3. Stochastic Regressors 93
3.1 Introduction 93
3.2 Autoregressive Models 96
3.3 Instrumental Variables 101
3.4 Errors in Variables 1Q5
4. Simultaneous Equations I 119
4.1 Introduction 119
4.2 The Reduced Form 121
4.3 Ordinary Least Squares 122
4.4 Identification 128
4.5 Indirect Least Squares 145
4.6 Two-stage Least Squares 149
4.7 The k-Class 166
4.8 Limited Information Maximum Likelihood 169
5. Simultaneous Equations II 201
5.1 Introduction 201
5.2 Three-stage Least Squares 201
5.3 Füll Information Maximum Likelihood 216
5.4 The Derived Reduced Form 236
Appendix 249
Author Index 263
Subject Index 265
|
| adam_txt |
Titel: Econometrics
Autor: Schmidt, Peter
Jahr: 1976
Contents
Preface iü
1. Least Squares Under Ideal Conditions 1
1.1 Introduction 1
1.2 Least Squares: Algebraic Results 2
1.3 Basic Statistical Results 6
1.4 Further Statistical Results 11
1.5 Tests of Hypotheses 18
2. Violations of the Ideal Conditions 35
2.1 Introduction 35
2.2 Disturbances with Nonzero Mean 36
2.3 Multicollinearity 40
2.4 Nonnormal Disturbances 55
2.5 Generalized Least Squares 64
2.6 Sets of Regression Equations 72
2.7 Asymptotically Uncooperative Regressors 85
3. Stochastic Regressors 93
3.1 Introduction 93
3.2 Autoregressive Models 96
3.3 Instrumental Variables 101
3.4 Errors in Variables 1Q5
4. Simultaneous Equations I 119
4.1 Introduction 119
4.2 The Reduced Form 121
4.3 Ordinary Least Squares 122
4.4 Identification 128
4.5 Indirect Least Squares 145
4.6 Two-stage Least Squares 149
4.7 The k-Class 166
4.8 Limited Information Maximum Likelihood 169
5. Simultaneous Equations II 201
5.1 Introduction 201
5.2 Three-stage Least Squares 201
5.3 Füll Information Maximum Likelihood 216
5.4 The Derived Reduced Form 236
Appendix 249
Author Index 263
Subject Index 265 |
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| discipline | Wirtschaftswissenschaften |
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| illustrated | Not Illustrated |
| index_date | 2024-07-02T16:18:34Z |
| indexdate | 2024-07-09T20:51:31Z |
| institution | BVB |
| isbn | 0824763645 |
| language | English |
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| physical | 267 S. |
| publishDate | 1976 |
| publishDateSearch | 1976 |
| publishDateSort | 1976 |
| publisher | Dekker |
| record_format | marc |
| series | Statistics |
| series2 | Statistics |
| spelling | Schmidt, Peter Verfasser aut Econometrics Peter Schmidt 1. print. New York [u.a.] Dekker 1976 267 S. txt rdacontent n rdamedia nc rdacarrier Statistics 18 Économétrie Économétrie ram Econometrics Models, Econometric Statistics as Topic Ökonometrie (DE-588)4132280-0 gnd rswk-swf Ökonometrie (DE-588)4132280-0 s DE-604 Statistics 18 (DE-604)BV000003265 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015371602&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Schmidt, Peter Econometrics Statistics Économétrie Économétrie ram Econometrics Models, Econometric Statistics as Topic Ökonometrie (DE-588)4132280-0 gnd |
| subject_GND | (DE-588)4132280-0 |
| title | Econometrics |
| title_auth | Econometrics |
| title_exact_search | Econometrics |
| title_exact_search_txtP | Econometrics |
| title_full | Econometrics Peter Schmidt |
| title_fullStr | Econometrics Peter Schmidt |
| title_full_unstemmed | Econometrics Peter Schmidt |
| title_short | Econometrics |
| title_sort | econometrics |
| topic | Économétrie Économétrie ram Econometrics Models, Econometric Statistics as Topic Ökonometrie (DE-588)4132280-0 gnd |
| topic_facet | Économétrie Econometrics Models, Econometric Statistics as Topic Ökonometrie |
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