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Palgrave Macmillan

Econometrics

  • Book
  • © 1990

Overview

Editors:
  1. John Eatwell
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    You can also search for this editor in PubMed   Google Scholar

  2. Murray Milgate
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    You can also search for this editor in PubMed   Google Scholar

  3. Peter Newman
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Table of contents (38 chapters)

  1. Front Matter

    Pages i-xii
    Download chapter 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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Keywords

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.

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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