Econometrics

Front Matter....Pages i-xii
Econometrics....Pages 1-34
Aggregation of Economic Relations....Pages 35-39
Almon Lag....Pages 40-42
Bunch Maps....Pages 43-44
Causal Inference....Pages 45-49
Causality in Economic Models....Pages 50-53
Censored Data Models....Pages 54-57
Discrete Choice Models....Pages 58-69
Dummy Variables....Pages 70-74
Endogeneity and Exogeneity....Pages 75-79
Errors in Variables....Pages 80-87
Full and Limited Information Methods....Pages 88-94
Identification....Pages 95-100
Information Theory....Pages 101-112
Instrumental Variables....Pages 113-117
Latent Variables....Pages 118-122
Leads and Lags....Pages 123-124
Limited Dependent Variables....Pages 125-135
Logit, Probit and Tobit....Pages 136-144
Lognormal Distribution....Pages 145-147
Macroeconometric Models....Pages 148-157
Multicollinearity....Pages 158-159
Non-linear Methods in Econometrics....Pages 160-166
Non-nested Hypotheses....Pages 167-173
Path Analysis....Pages 174-178
Random Coefficients....Pages 179-183
Rational Expectations: Econometric Implications....Pages 184-197
Seasonal Variation....Pages 198-200
Selection Bias and Self-selection....Pages 201-224
Simulation Models....Pages 225-228
Simultaneous Equations Models....Pages 229-237
Specification Problems in Econometrics....Pages 238-245
Spurious Regression....Pages 246-248
Survey Research....Pages 249-256
Transformation of Statistical Variables....Pages 257-260
Transformation of Variables in Econometrics....Pages 261-264
Two-stage Least Squares and the k-class Estimator....Pages 265-275
Wiener Process....Pages 276-278
Back Matter....Pages 279-285