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Econometric Methods by Dutta, Manoranjan is a book available to read on EtoBox.

What is Econometric Methods about?

vi, 382 pages : 24 cm Includes bibliographical references and index Introduction: what is econometrics? -- 1. The structure and the model: functional forms and stochastic terms -- 2. Regression and correlation models (I) -- 3. Regression and correlation models (II) -- 4. Serial correlation and heteroscedasticity -- 5. Multicollinearity -- 6. Dummy variables -- 7. Autoregressive and lag models -- 8. Variance-covariance analysis, principal component analysis, and orthogonal regression -- 9. Instrumental variables -- 10. Identification -- 11. Interdependent systems of linear equations -- 12. Simultaneous system: single-equation methods -- 13. Full information maximum likelihood method and three-stage least squares method -- 14. Choice of methods and use of models

Author

Dutta, Manoranjan

Publisher

South Western Publishing Co. ; [International Book Distributors Ltd

Published

1975

Language

EN

ISBN

9780538088800

Subjects

Economics, Business