Using Econometrics: A Practical Guide (5th Edition) by A.H. Studenmund

By A.H. Studenmund

Combining single-equation linear regression research with intuitive real-world examples and routines is vital to the good fortune of utilizing Econometrics. transparent writing and a realistic method of econometrics that eschews using complicated matrix algebra and calculus proof this crucial text's accessibility. because the subtitle, a realistic advisor, implies, this booklet is aimed not just at starting econometrics scholars, but additionally at regression clients searching for a refresher and at skilled practitioners who desire a handy reference.

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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.

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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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