Cover image for Econometric models, techniques, and applications
Title:
Econometric models, techniques, and applications
Author:
Intriligator, Michael D.
Personal Author:
Publication Information:
Englewood Cliffs, N.J. : Prentice-Hall, [1978]

©1978
Physical Description:
xv, 638 pages ; 24 cm
General Note:
Includes index.
Language:
English
ISBN:
9780132232555
Format :
Book

On Order

Table of Contents

I Introduction: Overview, Models, And Data
1 The Econometric Approach
2 Models, Economic Models, and Econometric Models
3 Data and Refined Data
II Single-Equation Estimation
4 The Basic Linear Regression Model
5 Extensions of the Simple Linear Regression Model
6 Introduction to Time-Series Analysis and Dynamic Specification
III Applications Of Single-Equation Estimation
7 Applications to Households Demand Analysis
8 Applications to Firms Production Functions and Cost Functions
IV Simultaneous Equations And Dynamic Systems
9 The Simultaneous-Equations System and Its Identification
10 Estimation of the Simultaneous-Equations Systems
11 Dynamic Systems
V Applications Of Simultaneous-Equations Estimation
12 Applications to Macroeconometric Models
13 Other Applications of Simultaneous-Equations Estimation
VI The Uses And Evaluation Of Econometric Models
14 Structural Analysis
15 Forecasting
16 Policy Evaluation
17 Validation of Econometric Models and Managerial Aspects of the Uses of Econometric Models
Appendix A An Econometric Project
Appendix B Matrices
Appendix C Probability and Statistics
Index