Econometrics by John Eatwell (1990-04-05) by John Eatwell

By John Eatwell

This is an excerpt from the 4-volume dictionary of economics, a reference publication which goals to outline the topic of economics at the present time. 1300 topic entries within the whole paintings disguise the large subject matters of monetary idea. This extract concentrates on econometrics.

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Zellner, A. 1985. Bayesian econometrics. Econometrica 53, 253-70. Zellner, A. and Palm, F. 1974. Time series analysis and simultaneous equation econometric models. Journal of Econometrics 2, 17-54. Zellner, A. and Theil, H. 1962. Three-stage least squares: simultaneous estimation of simultaneous equations. Econometrica 30, 54-78. 34 Aggregation of Economic Relations WALTER D. FISHER A simplification or aggregation problem is faced by a research worker whenever he finds that his data are too numerous or in too much detail to be manageable and he feels the need to reduce or combine the detailed data in some manner.

Specification and estimation of simultaneous equation models. In Handbook of Econometrics, Vol. 1, ed. Z. D. Intriligator, Amsterdam: North-Holland. Hausman, J. A. 1979. Attrition bias in experimental and panel data: the Gary income maintenance experiment. Econometrica 47, 455-73. A. A. 1985. Social Experimentation. Chicago: University of Chicago Press for the National Bureau of Economic Research. H. and Griliches, Z. 1984. Econometric models for count data with application to the patents - R & D relationship.

A. Wise, Chicago: University of Chicago Press. Aitken, A. C. 1934 -5. On least squares and linear combinations of observations. Proceedings of the Royal Society of Edinburgh 55, 42-8. D. L. 1935. Family Expenditure. S. King. Almon, S. 1965. The distributed lag between capital appropriations and net expenditures. Econometrica 33, 178-96. Amemiya, T. 1983. Nonlinear regression models. In Handbook of Econometrica, ed. Z. D. Intriligator, Vol. I, Amsterdam: North-Holland. Amemiya, T. 1984. Tobit models: a survey.

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