The Theory and practice of econometrics / George G. Judge...[et al.].
Tipo de material: TextoSeries Wiley series in probability and mathematical statisticsDetalles de publicación: New York, N.Y. : J. Wiley, 1985Edición: 2nd edDescripción: 1019 pTema(s):- ECONOMETRIA
- MODELOS ECONOMETRICOS
- INFERENCIA ESTADISTICA
- TEORIA DE LA DECISION
- ESTIMACION DE PARAMETROS
- HIPOTESIS
- MODELO NO LINEAL
- COVARIANZA
- MODELO GENERAL
- ANALISIS DE SERIES TEMPORALES
- MATRICES
- ECUACIONES SIMULTANEAS
- TEORIA DE CONJUNTOS
- FILTRO DE KALMAN
- PROCESO ESTOCASTICO
- OPTIMIZACION
- ESTIMACION ESTADISTICA
- CONJUNTOS
- ALGEBRA MATRICIAL
- 21 330.015195
Tipo de ítem | Biblioteca actual | Signatura topográfica | Estado | Fecha de vencimiento | Código de barras | |
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Libro | Biblioteca Manuel Belgrano | 330.015195 T 37283 (Navegar estantería(Abre debajo)) | Disponible | 37283 | ||
Libro | Biblioteca Manuel Belgrano | 330.015195 T 51390 (Navegar estantería(Abre debajo)) | Disponible | 51390 |
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.
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.
Bibliografía de la asignatura Econometría I. Licenciatura en Economía (plan 2009), 2do semestre.
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