Econometric methods (Record no. 5737)

MARC details
000 -LEADER
fixed length control field 02281nam a2200193Ia 4500
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20220422161554.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 200202s9999 xx 000 0 und d
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 330.1543 JOH 2nd ed.
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Johnston, J.
245 #0 - TITLE STATEMENT
Title Econometric methods
250 ## - EDITION STATEMENT
Edition statement 2nd ed.
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Place of publication, distribution, etc. Auckland
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Name of publisher, distributor, etc. McGraw - Hill Kogakusha
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Date of publication, distribution, etc. 1972
300 ## - PHYSICAL DESCRIPTION
Extent 437 p.
520 ## - SUMMARY, ETC.
Summary, etc. A new introductory chapter has been added on The Nature of Econo metrics. Chapters 2 and 3 treat the two-variable linear model and its extensions as before. Chapter 4 on Matrix Algebra has been considerably expanded with greater attention to partitioned matrices, rank and the solution of homogenous equations, quadratic forms and definite positive matrices. Chapter 5 on the general linear model contains substantial amounts of additional material on such topics as the correlation matrix, prediction. linear restrictions, multicollinearity and specification error. Chapter 6 is essentially new; it contains all the material on dummy variables and pays especial attention to covariance analysis. The treatment of generalized least squares has been simplified in Chapter 7 and new material added on pure and mixed estimation, grouping of observations and grouping of equations. Autocorrelation still receives a chapter to itself and recent important results have been included. Chapter 9 introduces some important asymptotic results and also treats instrumental variables and errors in variables. Two entirely new chapters follow, namely Chapter 10, which is concerned solely with the problems raised by lagged variables and Chapter 11, which covers other important multivariate techniques. The final two chapters. on simultaneous equation problems have also been expanded and include. among other things an assessment of the latest simulation studies of the small sample properties of various estimators. I have not included Bayesian techniques or spectral analysis for, at the present stage of their development in econometrics, they are best treated in specialized monographs and, at the level of prior knowledge assumed for this book, their treatment would have taken up an inordinate amount of space in relation to the rest of the material.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Economics
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type Books
Source of classification or shelving scheme Dewey Decimal Classification
Holdings
Withdrawn status Lost status Damaged status Not for loan Home library Current library Date acquired Source of acquisition Total checkouts Full call number Barcode Date last seen Price effective from Koha item type
  Not Missing Not Damaged   Gandhi Smriti Library Gandhi Smriti Library 2020-02-02 MSR   330.1543 JOH 2nd ed. 6251 2020-02-02 2020-02-02 Books

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