Pindyck R. Econometric Models and Economic Forecasts 2ed 1981
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Pindyck R. Econometric Models and Economic Forecasts 2ed 1981
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Description:
Textbook in PDF format
Introduction
Single-Equation Regression Models
Introduction to the Regression Model
Elementary Statistics: Review
The Two-Variable Regression Model
The Multiple Regression Model
Using the Multiple Regression Model
Serial Correlation and Heteroscedasticity
Instrumental Variables and Two-Stage Least Squares
Forecasting with a Single-Equation Regression Model
Single-Equation Estimation: Advanced Topics
Models of Qualitative Choice
Multi-Equation Simulation Models
Introduction to Simulation Models
Dynamic Behavior of Simulation Models
Examples of Simulation Models
Time-Series Models
Smoothing and Extrapolation of Time Scries
Properties of Stochastic Time Series
Linear Time-Series Models
Estimation of Time-Series Models
Forecasting with Time-Series Models
Applications of Time-Series Models