Econometric methods
by Jack Johnston and John DiNardo.
- 4th ed.
- New York McGraw-Hill 1997
- xviii, 531 p. 1 computer disk (3 1/2 in.)
Includes index and appendix
Relationship between two variables Two variable relationships K-variable linear equation Maximum likelihood (ML), Generalized least squares (GLS), Instrumental variable (IV) estimators Heteroscedasticity and autocorrelation Univariate time series modeling Autoregressive distributed lag relationships Multiple equation models Generalized method of moments Smorgasbord of computationally intensive methods Panel data Discrete and limited dependent variable models