Econometrics

by Ronald J. Wonnacott, Thomas H. Wonnacott

Econometrics uses a two-part format designed for an introductory course followed by a more advanced treatment. Part I is a simple presentation of important statistical concepts; difficult interpretations and developments are provided in footnotes, starred sections, and corresponding chapters in Part II, allowing for a good appreciation of main problems without any loss of continuity in presentation. Part II requires calculus, matrix algebra, and vector geometry; chapters correspond to Part I and cover topics in greater depth. This edition now covers Box/Jenkins time series analysis, Almon lags, cross-spectral analysis, treatment of serial correlation in both the error and dependent variable, principle components, and more recent simultaneous equation techniques such as SOIV, LIVE, and FIVE.

580 pages, Hardcover

First published March 1, 1979

Reviews

[Bob · Rating 4 out of 5]

Used as textbook by Prof. Robert Avery, Graduate School of Industrial Administration, Carnegie Mellon University for Statistics III course, Spring 1981.