000			03667cam a2200313Mi 4500
003			OCoLC
005			20241104155436.0
008			121227s1978 nyu s 000 0 eng
020			_a9781461262923 (electronic bk.)
020			_a1461262925 (electronic bk.)
020			_z9781461262947
020			_z1461262941
041			_aEnglish
082			_a330.018 _bDHR
090			_aQA1-939
100	1		_aDhrymes, Phoebus J.
245	1	0	_aIntroductory Econometrics / _cby Phoebus J. Dhrymes.
260			_aNew York, NY : _bSpringer New York, _c1978.
300			_a480 pages :
505			_t 1 The General Linear Model I 1.1 Introduction 1.2 Model Specification and Estimation 1.3 Goodness of Fit Questions and Problems 2 The General Linear Model II 2.1 Generalities 2.2 Distribution of the Estimator of? 2.3 General Linear Restriction: Estimation and Tests 2.4 Mixed Estimators and the Bayesian Approach Questions and Problems 3 The General Linear Model III 3.1 Generalities 3.2 Violation of Standard Error Process Assumptions Questions and Problems 4 The General Linear Model IV 4.1 Multicollinearity: Failure of the Rank Condition 4.2 Analysis of Variance: Categorical Explanatory Variables 4.3 Analysis of Covariance: Some Categorical and Some Continuous Explanatory Variables 5 Misspecification Analysis and Errors in Variables 5.1 Introduction 5.2 Misspecification Analysis 5.3 Errors in Variables (EIV): Bivariate Model 5.4 Errors in Variables (EIV): General Model 5.5 Misspecification Error Analysis for EIV Models Questions and Problems 6 Systems of Simultaneous Equations 6.1 Introduction 6.2 The Simultaneous Equations Model (SEM): Definitions, Conventions, and Notation 6.3 The Identification Problem 6.4 Estimation of the GLSEM 6.5 Prediction from the GLSEM 6.6 The GLSEM and Undersized Samples 6.7 Maximum Likelihood (ML) Estimators Questions and Problems 7 Discrete Choice Models: Logit and Probit Analysis 7.1 Introduction 7.2 The Nature of Discrete Choice Models 7.3 Formulation of Dichotomous Choice Models 7.4 A Behavioral Justification for the Dichotomous Choice Model 7.5 Inapplicability of OLS Procedures 3 7.6 Maximum Likelihood Estimation 7.7 Inference for Discrete Choice Models 7.8 Polytomous Choice Models 8 Statistical and Probabilistic Background 8.1 Multivariate Density and Distribution Functions 8.2 The Multivariate Normal Distribution 8.3 Point Estimation 8.4 Elements of Bayesian Inference Questions and Problems Tables for Testing Hypotheses on the Autoregressive Structure of the Errors in a GLM References
506			_aOnline version restricted to NUS staff and students only through NUSNET.
520			_aThis 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.
538			_aMode of access: World Wide Web.
538			_aSystem requirements: Internet connectivity; World Wide Web browser.
650		0	_aMathematics.
650		0	_aStatistics.
942			_2ddc _cBOOKS
956	4	0	_3SBA _uhttp://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1007/978-1-4612-6292-3
999			_c43821 _d43821