Econometrics: Statistical Foundations and Applications

Authors: Phoebus J. Dhrymes



Table of contents (12 chapters, 592 pages)

Front Matter

Elementary Aspects of Multivariate Analysis

Applications of Multivariate Analysis

Probability Limits, Asymptotic Distributions, and Properties of Maximum Likelihood Estimators

Estimation of Simultaneous Equations Systems

Applications of Classical and Simultaneous Equations Techniques and Related Problems

Alternative Estimation Methods; Recursive Systems

Maximum Likelihood Methods

Relations Among Estimations; Monte Carlo Methods

Spectral Analysis

Cross-Spectral Analysis

Approximate Sampling Distributions And Other Statistical Aspects Of Spectral Analysis

Applications Of Spectral Analysis To Simultaneous Equations Systems

Back Matter