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Econometrics

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Cover of 'Econometrics'

Table of Contents

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    Book Overview
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    Chapter 1 Econometrics
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    Chapter 2 Aggregation of Economic Relations
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    Chapter 3 Almon Lag
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    Chapter 4 Bunch Maps
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    Chapter 5 Causal Inference
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    Chapter 6 Causality in Economic Models
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    Chapter 7 Censored Data Models
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    Chapter 8 Discrete Choice Models
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    Chapter 9 Dummy Variables
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    Chapter 10 Endogeneity and Exogeneity
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    Chapter 11 Errors in Variables
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    Chapter 12 Full and Limited Information Methods
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    Chapter 13 Identification
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    Chapter 14 Information Theory
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    Chapter 15 Instrumental Variables
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    Chapter 16 Latent Variables
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    Chapter 17 Leads and Lags
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    Chapter 18 Limited Dependent Variables
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    Chapter 19 Logit, Probit and Tobit
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    Chapter 20 Lognormal Distribution
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    Chapter 21 Macroeconometric Models
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    Chapter 22 Multicollinearity
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    Chapter 23 Non-linear Methods in Econometrics
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    Chapter 24 Non-nested Hypotheses
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    Chapter 25 Path Analysis
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    Chapter 26 Random Coefficients
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    Chapter 27 Rational Expectations: Econometric Implications
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    Chapter 28 Seasonal Variation
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    Chapter 29 Selection Bias and Self-selection
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    Chapter 30 Simulation Models
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    Chapter 31 Simultaneous Equations Models
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    Chapter 32 Specification Problems in Econometrics
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    Chapter 33 Spurious Regression
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    Chapter 34 Survey Research
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    Chapter 35 Transformation of Statistical Variables
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    Chapter 36 Transformation of Variables in Econometrics
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    Chapter 37 Two-stage Least Squares and the k -class Estimator
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    Chapter 38 Wiener Process
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Title
Econometrics
Published by
Palgrave Macmillan UK, January 1990
DOI 10.1007/978-1-349-20570-7
ISBNs
978-0-333-49543-8, 978-1-349-20570-7
Editors

Eatwell, John, Milgate, Murray, Newman, Peter

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