The Theory and practice of econometrics /

This broadly based graduate-level textbook covers the major models and statistical tools currently used in the practice of econometrics. It examines the classical, the decision theory, and the Bayesian approaches, and contains material on single equation and simultaneous equation econometric models....

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Bibliographic Details
Other Authors: Hill, R. Carter, Lee, Tsoung-Chao, Judge, George G., Griffiths, William E.
Format: Book
Language:English
Published: New York, N.Y. : J. Wiley, 1985
Edition:2nd ed.
Series:Wiley series in probability and mathematical statistics
Subjects:

MARC

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245 0 4 |a The Theory and practice of econometrics /  |c George G. Judge...[et al.]. 
250 |a 2nd ed. 
260 |a New York, N.Y. :  |b J. Wiley,  |c 1985 
300 |a 1019 p. 
490 0 |a Wiley series in probability and mathematical statistics 
505 0 |a Sampling theory and Bayesian approaches to inference. -- The Classical Inference Approach for the General Linear Model. -- Statistical Decision Theory and Biased Estimation. -- The Bayesian Approach to Inference. -- Inference in general statistical models and time series. -- Some Asymptotic Theory and Other General Results for the Linear Statistical Model. -- Nonlinear Statistical Models. -- Time Series. -- Dynamic specifications. -- Autocorrelation. -- Finite Distributed Lags. -- Infinite Distributed Lags. -- Some alternative covariance structures. -- Heteroskedasticity. -- Disturbance-Related Sets of Regression Equations. -- Inference in Models that Combine Time Series and Cross-Sectional Data. -- Inference in simultaneous equation models. -- Specification and Identification in Simultaneous Equation Models. -- Estimation and Inference in a System of Simultaneous Equations. -- Multiple Time Series and Systems of Dynamic Simultaneous Equations. -- Further model extensions. -- Unobservable Variables. -- Qualitative and Limited Dependent Variable Models. -- Varying and Random Coefficient Models. -- Non-Normal Disturbances. -- On Selecting the Set of Aggressors. -- Multicollinearity. -- Appendices. 
520 3 |a This broadly based graduate-level textbook covers the major models and statistical tools currently used in the practice of econometrics. It examines the classical, the decision theory, and the Bayesian approaches, and contains material on single equation and simultaneous equation econometric models. Includes an extensive reference list for each topic. 
526 0 |a Bibliografía de la asignatura Econometría I. Licenciatura en Economía (plan 2009), 2do semestre.  
650 4 |a ECONOMETRIA  |9 86 
650 4 |a MODELOS ECONOMETRICOS  |9 75 
650 4 |a INFERENCIA ESTADISTICA  |9 430 
650 4 |a TEORIA DE LA DECISION  |9 431 
650 4 |a ESTIMACION DE PARAMETROS  |9 432 
650 4 |9 433  |a HIPOTESIS 
650 4 |9 82  |a MODELO NO LINEAL 
650 4 |9 436  |a COVARIANZA 
650 4 |9 437  |a MODELO GENERAL 
650 4 |a ANALISIS DE SERIES TEMPORALES  |9 438 
650 4 |a MATRICES  |9 439 
650 4 |a ECUACIONES SIMULTANEAS  |9 440 
650 4 |a TEORIA DE CONJUNTOS  |9 441 
650 4 |a FILTRO DE KALMAN  |9 442 
650 4 |a PROCESO ESTOCASTICO  |9 435 
650 4 |a OPTIMIZACION  |9 124 
653 4 |a ESTIMACION ESTADISTICA 
653 4 |a CONJUNTOS 
653 4 |a ALGEBRA MATRICIAL 
700 1 |a Hill, R. Carter  |9 428 
700 1 |9 429  |a Lee, Tsoung-Chao 
700 1 |9 426  |a Judge, George G. 
700 1 |9 427  |a Griffiths, William E. 
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