Econometric Models and Economic Forecasts / Third Edition
- 3rd
- Mcgraw Hill, Inc, 1991
- 600
Preface, Introduction, Single Equation Regression Models, Introduction to Regression Model, Elementary Statistics: A Review, The Two Variable Regression Model, The Multiple Regression Model, Using the Multiple Regression Model, Serial Correlation and Heteroscedasticity, Instrumental Variables and Model Specification, Forecasting with a Single-Equation Regression Model, Single - Equation Estimation: Advanced Topics, Multi - Equation Simulation Models, Simultaneous - Equation Estimation, Introduction to Simulation Models, Dynamic Behavior of Simulation Models, Time - Series Models, Smoothing and Extrapolation of Time Series, Properties of Stochastic Time Series, Linear Time - Series Models, Estimating and Checking Time - Series Models, Forecasting with Time - Series Models, Applications of Time - Series Models, Statistical Tables, Indexes, Author and Subject Index.