Econometrics, 2nd edition

  • Jan Stewart
  • Len Gill

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Econometrics 2nd edition is designed as a complete text in econometric methods for intermediate and advanced undergraduates. The text builds from the classical regression model to cover large sample theory, disturbance problems and generalised least squares, formation estimation and testing of dynamic models, multivariate and dynamic multivariate models and limited dependent variable models.

Instructor's Manual (0-13-589482-4).

Table of contents

1.Econometrics: An Overview 2.The Classical Regression Model 3.Classical Regression: Further Topics 4.Large Sample Theory 5.Disturbance Problems and Generalised Least Squares 6.Dynamic Models - Formulation 7.Estimation and Testing in Dynamic Models 8.Multivariate Models 9.Dynamic Multivariate Models 10.Extension and Review

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Published by Pearson Canada (April 7th 1998) - Copyright © 1998