Introductory Econometrics / (Record no. 43821)

MARC details
000 -LEADER
fixed length control field 03667cam a2200313Mi 4500
003 - CONTROL NUMBER IDENTIFIER
control field OCoLC
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20241104155436.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 121227s1978 nyu s 000 0 eng
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781461262923 (electronic bk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 1461262925 (electronic bk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Cancelled/invalid ISBN 9781461262947
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Cancelled/invalid ISBN 1461262941
041 ## - LANGUAGE CODE
Language English
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 330.018
Item number DHR
090 ## - LOCALLY ASSIGNED LC-TYPE CALL NUMBER (OCLC); LOCAL CALL NUMBER (OCLC)
Classification number (OCLC) (R) ; Classification number, CALL (RLIN) (NR) QA1-939
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Dhrymes, Phoebus J.
245 10 - TITLE STATEMENT
Title Introductory Econometrics /
Statement of responsibility, etc by Phoebus J. Dhrymes.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc New York, NY :
Name of publisher, distributor, etc Springer New York,
Date of publication, distribution, etc 1978.
300 ## - PHYSICAL DESCRIPTION
Extent 480 pages :
505 ## - FORMATTED CONTENTS NOTE
Title <br/>1 The General Linear Model I<br/>1.1 Introduction<br/>1.2 Model Specification and Estimation<br/>1.3 Goodness of Fit<br/>Questions and Problems<br/>2 The General Linear Model II<br/>2.1 Generalities<br/>2.2 Distribution of the Estimator of?<br/>2.3 General Linear Restriction: Estimation and Tests<br/>2.4 Mixed Estimators and the Bayesian Approach<br/>Questions and Problems<br/>3 The General Linear Model III<br/>3.1 Generalities<br/>3.2 Violation of Standard Error Process Assumptions<br/>Questions and Problems<br/>4 The General Linear Model IV<br/>4.1 Multicollinearity: Failure of the Rank Condition<br/>4.2 Analysis of Variance: Categorical Explanatory Variables<br/>4.3 Analysis of Covariance: Some Categorical and Some Continuous Explanatory Variables<br/>5 Misspecification Analysis and Errors in Variables<br/>5.1 Introduction<br/>5.2 Misspecification Analysis<br/>5.3 Errors in Variables (EIV): Bivariate Model<br/>5.4 Errors in Variables (EIV): General Model<br/>5.5 Misspecification Error Analysis for EIV Models<br/>Questions and Problems<br/>6 Systems of Simultaneous Equations<br/>6.1 Introduction<br/>6.2 The Simultaneous Equations Model (SEM): Definitions, Conventions, and Notation<br/>6.3 The Identification Problem<br/>6.4 Estimation of the GLSEM<br/>6.5 Prediction from the GLSEM<br/>6.6 The GLSEM and Undersized Samples<br/>6.7 Maximum Likelihood (ML) Estimators<br/>Questions and Problems<br/>7 Discrete Choice Models: Logit and Probit Analysis<br/>7.1 Introduction<br/>7.2 The Nature of Discrete Choice Models<br/>7.3 Formulation of Dichotomous Choice Models<br/>7.4 A Behavioral Justification for the Dichotomous Choice Model<br/>7.5 Inapplicability of OLS Procedures 3<br/>7.6 Maximum Likelihood Estimation<br/>7.7 Inference for Discrete Choice Models<br/>7.8 Polytomous Choice Models<br/>8 Statistical and Probabilistic Background<br/>8.1 Multivariate Density and Distribution Functions<br/>8.2 The Multivariate Normal Distribution<br/>8.3 Point Estimation<br/>8.4 Elements of Bayesian Inference<br/>Questions and Problems<br/>Tables for Testing Hypotheses on the Autoregressive Structure of the Errors in a GLM<br/>References<br/>
520 ## - SUMMARY, ETC.
Summary, etc This book represents a first course in econometrics, assuming only some knowledge of elementary probability theory and statistics on the part of the student. Its rigorous and comprehensive discussion concentrates on the general linear model, treating the standard case as well as the consequences resulting from violation of the underlying assumptions. Extensively documented chapters also cover the misspecification problem and errors in the variable model, simultaneous equations models and, uniquely, Multiple Comparison Test, Durbin- Watson Theory, Power Functions and Bayesian Analysis. Each chapter concludes with carefully selected exercises.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Mathematics.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Statistics.
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type General Books
506 ## - RESTRICTIONS ON ACCESS NOTE
Terms governing access Online version restricted to NUS staff and students only through NUSNET.
538 ## - SYSTEM DETAILS NOTE
System details note Mode of access: World Wide Web.
538 ## - SYSTEM DETAILS NOTE
System details note System requirements: Internet connectivity; World Wide Web browser.
956 40 - LOCAL ELECTRONIC LOCATION AND ACCESS (OCLC)
Materials specified SBA
Uniform Resource Identifier <a href="http://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1007/978-1-4612-6292-3">http://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1007/978-1-4612-6292-3</a>
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Collection code Home library Location Shelving location Date of Cataloging Total Checkouts Full call number Barcode Date last seen Price effective from Koha item type
    Dewey Decimal Classification     Non-fiction CUTN Central Library CUTN Central Library Social Sciences 04/11/2024   330.018 DHR 49553 04/11/2024 04/11/2024 General Books