Summary |
The contents of the book includes –
1. The nature of econometrics
2. The two-variable linear model
3. Extensions of the two-variable linear model
4. Elements of matrix algebra
5. The general linear model
6. Extensions of the general linear model
7. Generalized least-squares
8. Autocorrelation
9. Stochastic regressors, instrumental variables, and errors in variables
10. Legged variables
11. Other multivariate methods
12. Simultaneous-equation methods: Identification
13. Simultaneous-equation methods: Estimation
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