Econometric models and economic forecasts /
Robert S. Pindyck, Daniel L. Rubinfeld.
- Tokio : McGraw-Hill Kogakusha, 1976.
- 580 páginas : ilustraciones, gráficas, tablas a blanco y negro ; 21 cm.
Acknowledgments, ix -- Introduction, xi -- Part I. Single-equation regression models, 3 -- Chapter 1. Introduction to the regression model, 3 -- Chapter 2. The two-variable regression model, 15 -- Chapter 3. The multiple regression model, 54 -- Chapter 4. Serial correlation and heteroscedasticity, 94 -- Chapter 5. Instrumental variables and two-stage least squares, 126 -- Chapter 6. Forecasting with a single-equation regression model, 156 -- Chapter 7. Single-equation estimation-advanced topics, 186 -- Chapter 8. Models of qualitative choice, 237 -- Part II. Multi-equation simulation models, 266 -- Chapter 9. Simultaneous equation estimation, 266 -- Chapter 10. Introduction to simulation models, 308 -- Chapter 11. Dynamic behavior of simulation models, 336 -- Chapter 12. Examples of simulation models, 370 -- Part III. Time-series models, 421 -- Chapter 13. Properties of stochastic time series, 421 -- Chapter 14. Linear time-series models, 452 -- Chapter 15. Estimation of time-series models, 479 -- Chapter 16. Forecasting with time-series models, 497 -- Chapter 17. Examples of time-series applications, 519 -- Statistical tables, 551 -- Solutions to selected problems, 557 -- Indexes, 559.