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  • Book
  • © 1990

Econometrics

Palgrave Macmillan

Editors:

  1. John Eatwell
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  2. Murray Milgate
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  3. Peter Newman
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Table of contents (38 chapters)

  1. Front Matter

    Pages i-xii
    PDF

  2. Econometrics

    • M. Hashem Pesaran
    Pages 1-34

  3. Aggregation of Economic Relations

    • Walter D. Fisher
    Pages 35-39

  4. Almon Lag

    • Roger N. Waud
    Pages 40-42

  5. Bunch Maps

    • Wilfred Corlett
    Pages 43-44

  6. Causal Inference

    • C. W. J. Granger
    Pages 45-49

  7. Causality in Economic Models

    • Herbert A. Simon
    Pages 50-53

  8. Censored Data Models

    • S. G. Maddala
    Pages 54-57

  9. Discrete Choice Models

    • Takeshi Amemiya
    Pages 58-69

  10. Dummy Variables

    • Pietro Balestra
    Pages 70-74

  11. Endogeneity and Exogeneity

    • John Geweke
    Pages 75-79

  12. Errors in Variables

    • Vincent J. Geraci
    Pages 80-87

  13. Full and Limited Information Methods

    • Thomas J. Rothenberg
    Pages 88-94

  14. Identification

    • Cheng Hsiao
    Pages 95-100

  15. Information Theory

    • Esfandiar Maasoumi
    Pages 101-112

  16. Instrumental Variables

    • Charles E. Bates
    Pages 113-117

  17. Latent Variables

    • Dennis J. Aigner
    Pages 118-122

  18. Leads and Lags

    • Olivier Jean Blanchard
    Pages 123-124

  19. Limited Dependent Variables

    • Takeshi Amemiya
    Pages 125-135

  20. Logit, Probit and Tobit

    • Forrest D. Nelson
    Pages 136-144
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About this book

This is an excerpt from the 4-volume dictionary of economics, a reference book which aims to define the subject of economics today. 1300 subject entries in the complete work cover the broad themes of economic theory. This extract concentrates on econometrics.
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Keywords

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Bibliographic Information

  • Book Title: Econometrics

  • Editors: John Eatwell, Murray Milgate, Peter Newman

  • DOI: https://doi.org/10.1007/978-1-349-20570-7

  • Publisher: Palgrave Macmillan London

  • eBook Packages: Palgrave Economics & Finance Collection, Economics and Finance (R0)

  • Copyright Information: Palgrave Macmillan, a division of Macmillan Publishers Limited 1990

  • Softcover ISBN: 978-0-333-49543-8Published: 23 February 1990

  • eBook ISBN: 978-1-349-20570-7Published: 23 February 1990

  • Edition Number: 1

  • Number of Pages: XII, 285

  • Topics: Econometrics

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Buy it now

eBook USD 34.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 44.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

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