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Econometric Models, Techniques, and Applications Michael D. Intriligator

Econometric Models, Techniques, and Applications By Michael D. Intriligator

Econometric Models, Techniques, and Applications by Michael D. Intriligator

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Econometric Models, Techniques, and Applications Summary

Econometric Models, Techniques, and Applications by Michael D. Intriligator

For advanced undergraduate/graduate- level courses in Econometrics.

This text surveys the theories, techniques (model-building and data collection), and applications of econometrics. It focuses on those aspects of econometrics that are of major importance to students and researchers interested in performing, evaluating, or understanding econometric studies in a variety of areas.

Table of Contents

I. INTRODUCTION: OVERVIEW, MODELS, AND DATA.

1. The Econometric Approach.
2. Models, Economic Models, and Econometric Models.
3. Data and Refined Data.

II. SINGLE-EQUATION ESTIMATION.

4. The Basic Linear Regression Model.
5. Extensions of the Simple Linear Regression Model.
6. Introduction to Time-Series Analysis and Dynamic Specification.

III. APPLICATIONS OF SINGLE-EQUATION ESTIMATION.

7. Applications to Households; Demand Analysis.
8. Applications to Firms; Production Functions and Cost Functions.

IV. SIMULTANEOUS EQUATIONS AND DYNAMIC SYSTEMS.

9. The Simultaneous-Equations System and Its Identification.
10. Estimation of the Simultaneous-Equations Systems.
11. Dynamic Systems.

V. APPLICATIONS OF SIMULTANEOUS-EQUATIONS ESTIMATION.

12. Applications to Macroeconometric Models.
13. Other Applications of Simultaneous-Equations Estimation.

VI. THE USES AND EVALUATION OF ECONOMETRIC MODELS.

14. Structural Analysis.
15. Forecasting.
16. Policy Evaluation.
17. Validation of Econometric Models and Managerial Aspects of the Uses of Econometric Models.
Appendix A: An Econometric Project.
Appendix B: Matrices.
Appendix C: Probability and Statistics.
Index.

Additional information

CIN0132247755G
9780132247757
0132247755
Econometric Models, Techniques, and Applications by Michael D. Intriligator
Michael D. Intriligator
Used - Good
Paperback
Pearson Education (US)
19960130
672
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
This is a used book - there is no escaping the fact it has been read by someone else and it will show signs of wear and previous use. Overall we expect it to be in good condition, but if you are not entirely satisfied please get in touch with us

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