TSP Handbook to accompany Econometrics Models and Economic Forecasts
(4th Edition)
by Browyn H. Hall, Sergio L. Schukler

Publisher: McGraw-Hill
Pages: 279 pages

Contents

Table of Contents
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Table of Contents

1. Introduction

2. Statistical Review Using the Random Number Generator and the Cumulative Distribution Function

3. The Two-Variable Regression Model

4. The Multiple Regression Model

5. Using the Multiple Regression Model

6. Serial Correlation and Heteroskedasticity

7. Instrumental Variables and Model Specification

8. Forecasting With a Single-Equation Regression Model

9. Single-Equation Estimation Advanced Topics

10. Nonlinear and Maximum-Likelihood Estimation

11. Models of Qualitative Choice

12. Simultaneous-Equation Estimation

13. Introduction to Simulation Models

14. Dynamic Behavior of Simulation Models

15. Smoothing and Extrapolation of Time Series

16. Properties of Stochastic Time Series

17. Linear Time-Series Models

18. Estimating and Forecasting with Time-Series Models

19. Applications of Time-Series Models