Econometric Introduction

  • Robert P. Parks


This chapter provides a brief overview of econometric methods, techniques and problems. There are many texts available for further reading both at the elementary level [11, 13, 15] and also at the more advanced level (see Johnston [10]).


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  1. S. Almon, ‘The Distributed Lag Between Capital Appropriations and Expenditures’, Econometrica, vol. 30, no. 1 (1965).Google Scholar
  2. G. Chow, ‘Tests of Equality between Subsets of Coefficients in Two Linear Regressions’, Econometrica, vol. 28, no. 3 (1960).Google Scholar
  3. D. Cochrane and G. H. Orcutt, ‘Application of Least-squares Regression to Relationships Containing Auto-correlated Error Terms’, Journal of the American Statistical Association, vol. 44, no. 245 (Mar 1949).Google Scholar
  4. J. Durbin, ‘Estimation of Parameters in Time-Series Regression Models’, Journal of the Royal Statistical Society, series B, vol. 22, no. 1 (1960).Google Scholar
  5. —, ‘Errors in Variables’, Review of the International Statistics Institute, vol. 22 (1954).Google Scholar
  6. —, ‘Testing Serial Correlation in Least-Squares Regression when some of the Regressors are Lagged Dependent Variables’, Econometrica, vol. 38 (1970).Google Scholar
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  8. F. Fisher, ‘Tests of Equality Between Sets of Coefficients in Two Linear Regressions: An Expository Note’, Econometrica, vol. 38 (1970).Google Scholar
  9. Z. Griliches and P. Rao, ‘Small Sample Properties of Several Two-Stage Regression Methods in the Context of Autocorrelated Errors’, Journal of the American Statistical Association, vol. 64 (1969).Google Scholar
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    J. Johnston, Econometric Method (New York: McGraw-Hill, 1972).Google Scholar
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    H. H. Kelejian and W. E. Oates, Introduction to Econometrics (New York: Harper & Row, 1974).Google Scholar
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    L. M. Koyck, Distributed Lags and Investment Analysis (Amsterdam: North-Holland, 1954).Google Scholar
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    J. L. Murphy, Introductory Econometrics (Homewood, Ill.: Irwin, 1973).Google Scholar
  14. R. M. Summers, ‘A Capital Intensive Approach to the Small Sample Properties of Various Simultaneous Equation Estimators’, Econometrica, vol. 33, no. 1 (1965).Google Scholar
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    A. A. Walters, Introduction to Econometrics (New York: Norton, 1970).CrossRefGoogle Scholar

Copyright information

© J. D. Byers, E. Greenberg, David F. Heathfield, Kenneth Hilton, George McKenzie, Robert P. Parks, P. G. Saunders, D. J. Taylor, M. C. Timbrell 1976

Authors and Affiliations

  • Robert P. Parks
    • 1
  1. 1.Washington UniversitySt LouisUSA

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