Econometric models and economic forecasts / Robert S. Pindyck, Daniel L. Rubinfeld.

Econometric models and economic forecasts / Robert S. Pindyck, Daniel L. Rubinfeld.

Fourth edition.

xx, 634 pages : illustrations ; 25 cm + 1 computer disc (3 1/2 in.).

0070502080
9780070502086 alk. paper
0079132928
9780079132925
0078480434
9780078480430
0071158367
9780071158367
0071188312
9780071188319
0070500983
9780070500983
0071008667
9780071008662

B 70 PIN.E

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.

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;.

Includes bibliographical references and indexes.

McGraw-Hill international editions. Economics series.

Boston, Mass. : Irwin/McGraw-Hill, c1998.

eng