Econometric Models and Economic Forecasting: 4th Edition: English

Author: Robert S. Pindyck
Publisher:
Publish Date: 1998-10-01
Features: This book is divided into 4 parts, each primarily discussing a type of model. Part 1 and Part 2 discuss basic models, i.e., single-equation regression models. The econometric methods developed for constructing single-equation regression models, as well as variations of these methods, will be used for the construction of multivariate models and time series models. Part 3's discussion of multivariate models is particularly important. Each chapter in Part 3 is about the estimation methods of simultaneous equation models, including model identification issues and methods such as two-stage and three-stage least squares estimation. Part 4 is dedicated to discussing time series models.