Items related to An Introduction to Econometrics
Designed for use on one-year introductory courses, this comprehensive text provides a relatively non-technical and up-to-date exposition of the more commonly-used techniques of applied econometrics. Assuming only a limited mathematical and statistical background, it places reliance throughout on intuitive and, if possible, informal justification of results with important derivations presented more rigorously in appendices. After the first chapter, reviewing the techniques of statistical inference, the reader is introduced to the simple and multiple regression model and then proceeds to consider its various extensions. Simultaneous equation models are then introduced before a concluding chapter provides a non-technical discussion of the Box-Jenkins approach to time series modelling and the contrast between this and the econometric approach.
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- PublisherBlackwell Publishers
- Publication date1987
- ISBN 10 0631189858
- ISBN 13 9780631189855
- BindingPaperback
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