Wonnacott, Ronald J.

Econometrics / Ronald J. Wonnacott, Thomas H. Wonnacott - Second edition. - New York : John Wiley and Sons, 1979. - xxiii, 580 pages : illustrations ; 23 cm.

Includes Index.

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.

047105514X


Economics

330.018 / WON