Econometric Handbook

Econometric Handbook

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This text is organized in the same sequence of topics as the leading econometrics textbooks and is designed for use as a supplement to a main text. It provides applications of econometric theory and ensures students are involved with real data. Blecha also offers a large database and exercises to help bring the computer, as well as interesting applications, into an econometrics course. This book should be of interest to degree and diploma students taking courses in econometrics.
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Product details

  • Paperback | 250 pages
  • Wadsworth Publishing Co Inc
  • Belmont, CA, United States
  • English
  • 0534098827
  • 9780534098827

Table of contents

Estimators and the random error term. Expected values. Specifying a model. Single-equation models. More single-equation models. Making nonlinear functions linear. Parameter constraints. Dummy variables. Heteroscedasticity. Autocorrelation. Geometric lags I. Geometric lags II. Polynomial lags. Simultaneous equations. Econometric case study. Database. Notes.
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