Econometric Models, Techniques, and Applications (2nd Edition)

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9780132247757: Econometric Models, Techniques, and Applications (2nd Edition)

This book surveys the theories, techniques (model- building and data collection), and applications of econometrics. KEY TOPICS: It focuses on those aspects of econometrics that are of major importance to readers and researchers interested in performing, evaluating, or understanding econometric studies in a variety of areas. It reviews matrix notation and the use of multivariate statistics; discusses the specification of the model and the development of data for its estimation; covers recent developments in econometric models, techniques, and applications; explains the estimation of single-equation models; and provides case studies of the applications of econometrics to a wide array of areas — including traditional areas such as the estimation of demand functions and production functions, and macroeconometric models.

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This text surveys the theories, techniques (model-building and data collection), and applications of econometrics. It focuses on those aspects of econometrics that are of major importance to students and researchers interested in performing, evaluating, or understanding econometric studies in a variety of areas.

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Intriligator, Michael D.; Bodkin, Ronald G.; Hsiao, Cheng
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Book Description Prentice Hall, 1995. Book Condition: New. Brand New, Unread Copy in Perfect Condition. A+ Customer Service! Summary: I. INTRODUCTION: OVERVIEW, MODELS, AND DATA. 1. The Econometric Approach. 2. Models, Economic Models, and Econometric Models. 3. Data and Refined Data. II. SINGLE-EQUATION ESTIMATION. 4. The Basic Linear Regression Model. 5. Extensions of the Simple Linear Regression Model. 6. Introduction to Time-Series Analysis and Dynamic Specification. III. APPLICATIONS OF SINGLE-EQUATION ESTIMATION. 7. Applications to Households; Demand Analysis. 8. Applications to Firms; Production Functions and Cost Functions. IV. SIMULTANEOUS EQUATIONS AND DYNAMIC SYSTEMS. 9. The Simultaneous-Equations System and Its Identification. 10. Estimation of the Simultaneous-Equations Systems. 11. Dynamic Systems. V. APPLICATIONS OF SIMULTANEOUS-EQUATIONS ESTIMATION. 12. Applications to Macroeconometric Models. 13. Other Applications of Simultaneous-Equations Estimation. VI. THE USES AND EVALUATION OF ECONOMETRIC MODELS. 14. Structural Analysis. 15. Forecasting. 16. Policy Evaluation. 17. Validation of Econometric Models and Managerial Aspects of the Uses of Econometric Models. Appendix A: An Econometric Project. Appendix B: Matrices. Appendix C: Probability and Statistics. Index. Bookseller Inventory # ABE_book_new_0132247755

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Book Description Prentice Hall, 1996. Paperback. Book Condition: Brand New. 2nd edition. 654 pages. 9.50x7.25x1.25 inches. In Stock. Bookseller Inventory # 0132247755

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