Buku E.Pembangunan
Econometric Models And Economic Forecasts Third Edition
Chapters 1 and 2 begin with an introduction to the basic concepts of regression analysis and a review of elementary statistic. The regression models then is developed in detail, beginning with a two-variable model in Chapter 3 and proceeding to the multiple regression model in Chapters 4 and 5. Chapters 6 deals with heteroscedasticity and serial correlation and includes statistical test for these problems as well estimation methods that correct for them. Chapter 7 deals with measurement error and errors due to misspecification. Chapter 8 discusses use of single-equation regression model for forecasting purpose. Chapter 9 deals with the problems of missing observations, the estimation of nonlinear models, distributed lag models, and models which poll cross-section and time-series data, as well as causality test and maximum-likelihood estimation. Chapter 10 deals with models in which the variable to be explained is qualitative in nature. Chapters 12 and 13 discuss the methodology of constructing and using multi-equation simulation models. Chapters 14 and 15, which discuss basic smoothing and extrapolation techniques, and which introduce the basic properties of random time-series, as well as the notion of a time-series models. Chapters 16, 17, and 18develope the methods by which time-series models are specified, estimated, and used for forecasting.
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