TY  - BOOK
AU  - Wonnacott,Ronald J.
AU  - Wonnacott,Thomas H.
TI  - Econometrics
SN  - 047105514X
U1  - 330.018 
PY  - 1979///
CY  - New York
PB  - John Wiley and Sons
KW  - Economics
N1  - Includes Index
N2  - 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
ER  -