Advanced Econometric Methods

by Thomas B. Fomby, Stanley R. Johnson, R. Carter Hill

Book Overview

1 Introduction.- 2 Review of Ordinary Least Squares and Generalized Least Squares.- 3 Point Estimation and Tests of Hypotheses in Small Samples.- 4 Large Sample Point Estimation and Tests of Hypotheses.- 5 Stochastic Regressors.- 6 Use of Prior Information.- 7 Preliminary Test and Stein-Rule Estimators.- 8 Feasible Generalized Least Squares Estimation.- 9 Heteroscedasticity.- 10 Autocorrelation.- 11 Lagged Dependent Variables and Autcorrelation.-...

• Format: Hardcover
• Language: English
• ISBN: 0387909087
• ISBN13: 9780387909080
• Release Date: August 1984
• Publisher: Springer
• Length: 648 Pages
• Weight: 2.45 lbs.
• Dimensions: 1.4" x 6.1" x 9.2"