TY - GEN N2 - 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. AB - 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. T1 - Econometric models and economic forecasts / AU - Pindyck, Robert S., AU - Rubinfeld, Daniel L. AU - Pindyck, Robert S., ET - Fourth edition. CN - HB3730 N1 - 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;. ID - 22382 KW - Economic forecasting KW - Économétrie. KW - Random variables KW - Econometrics. KW - Economics. KW - Econometric models. KW - Exogeneity (Econometrics) KW - Forecasting. KW - Hypothesis KW - Regression analysis KW - ECONOMETRICS MODELS : NEW DEVELOPMENTS KW - LAW AND ECONOMIC AND SOCIAL SCIENCES : GENERAL TREATIES : ECONOMETRICS : NEW DEVELOPMENTS KW - MODELING TECHNOLOGY SN - 0070502080 TI - Econometric models and economic forecasts / ER -