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Econometric models and economic forecasts / Robert S. Pindyck, Daniel L. Rubinfeld.
1998
B 70 PIN.E
Available at WIPO Library
Items
Details
Title
Econometric models and economic forecasts / Robert S. Pindyck, Daniel L. Rubinfeld.
Edition
Fourth edition.
Description
xx, 634 pages : illustrations ; 25 cm + 1 computer disc (3 1/2 in.).
ISBN
0070502080
9780070502086 alk. paper
0079132928
9780079132925
0078480434
9780078480430
0071158367
9780071158367
0071188312
9780071188319
0070500983
9780070500983
0071008667
9780071008662
9780070502086 alk. paper
0079132928
9780079132925
0078480434
9780078480430
0071158367
9780071158367
0071188312
9780071188319
0070500983
9780070500983
0071008667
9780071008662
Alternate Call Number
B 70 PIN.E
Summary
This well known text helps students understand the art of model building - what type of model to build, building the appropriate model, testing it statistically, and applying the model to practical problems in forecasting and analysis.
Note
Contents : Part 1. The basics of regression analysis : 1. Introduction to the regression model; 2. Elementary statistics : a review; 3. The two-variable regression model; 4. The multiple regression model; Part 2. Single-equation regression models : 5. Using the multiple regression model; 6. Serial correlation and heteroscedasticity; 7. Instrumental variables and model specification; 8. Forecasting with a single-equation regression model; 9. Single-equation estimation : advanced topics; 10. Nonlinear and maximum-likehood estimation; 11. Models of qualitative choice; Part 3. Multi-equation models : 12. Simultaneous-equation estimation; 13. Introduction to simulation models; 14. Dynamic behavior of simulation models; Part 4. Time-series models : 15. Smoothing and extrapolation of time series; 16. Properties of stochastic time series; 17. Linear time-series models; 18. Estimating and forecasting with time-series models; 19. Applications of time-series models;.
Bibliography, etc. Note
Includes bibliographical references and indexes.
Formatted Contents Note
pt. 1. The basic of regression analysis
pt. 2. Single-equation regression models
pt. 3. Multi-equation models
pt. 4. Time-series models.
pt. 2. Single-equation regression models
pt. 3. Multi-equation models
pt. 4. Time-series models.
Series
Series
McGraw-Hill international editions. Economics series.
Published
Boston, Mass. : Irwin/McGraw-Hill, c1998.
Language
English
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