TY  - BOOK
AU  - Hill,R.Carter
AU  - Lee,Tsoung-Chao
AU  - Judge,George G.
AU  - Griffiths,William E.
TI  - The Theory and practice of econometrics
T2  - Wiley series in probability and mathematical statistics
U1  - 330.015195 21
PY  - 1985///
CY  - New York, N.Y.
PB  - J. Wiley
KW  - ECONOMETRIA
KW  - MODELOS ECONOMETRICOS
KW  - INFERENCIA ESTADISTICA
KW  - TEORIA DE LA DECISION
KW  - ESTIMACION DE PARAMETROS
KW  - HIPOTESIS
KW  - MODELO NO LINEAL
KW  - COVARIANZA
KW  - MODELO GENERAL
KW  - ANALISIS DE SERIES TEMPORALES
KW  - MATRICES
KW  - ECUACIONES SIMULTANEAS
KW  - TEORIA DE CONJUNTOS
KW  - FILTRO DE KALMAN
KW  - PROCESO ESTOCASTICO
KW  - OPTIMIZACION
KW  - ESTIMACION ESTADISTICA
KW  - CONJUNTOS
KW  - ALGEBRA MATRICIAL
N1  - Sampling theory and Bayesian approaches to inference. -- The Classical Inference Approach for the General Linear Model. -- Statistical Decision Theory and Biased Estimation. -- The Bayesian Approach to Inference. -- Inference in general statistical models and time series. -- Some Asymptotic Theory and Other General Results for the Linear Statistical Model. -- Nonlinear Statistical Models. -- Time Series. -- Dynamic specifications. -- Autocorrelation. -- Finite Distributed Lags. -- Infinite Distributed Lags. -- Some alternative covariance structures. -- Heteroskedasticity. -- Disturbance-Related Sets of Regression Equations. -- Inference in Models that Combine Time Series and Cross-Sectional Data. -- Inference in simultaneous equation models. -- Specification and Identification in Simultaneous Equation Models. -- Estimation and Inference in a System of Simultaneous Equations. -- Multiple Time Series and Systems of Dynamic Simultaneous Equations. -- Further model extensions. -- Unobservable Variables. -- Qualitative and Limited Dependent Variable Models. -- Varying and Random Coefficient Models. -- Non-Normal Disturbances. -- On Selecting the Set of Aggressors. -- Multicollinearity. -- Appendices
; Bibliografía de la asignatura Econometría I. Licenciatura en Economía (plan 2009), 2do semestre.
N2  - This broadly based graduate-level textbook covers the major models and statistical tools currently used in the practice of econometrics. It examines the classical, the decision theory, and the Bayesian approaches, and contains material on single equation and simultaneous equation econometric models. Includes an extensive reference list for each topic
ER  -