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© 1984

Advanced Econometric Methods

Textbook

Table of contents

  1. Front Matter
    Pages i-xix
  2. Introduction

    1. Thomas B. Fomby, Stanley R. Johnson, R. Carter Hill
      Pages 1-4
  3. Fundamental Methodology

    1. Front Matter
      Pages 5-5
    2. Thomas B. Fomby, Stanley R. Johnson, R. Carter Hill
      Pages 7-25
    3. Thomas B. Fomby, Stanley R. Johnson, R. Carter Hill
      Pages 26-51
    4. Thomas B. Fomby, Stanley R. Johnson, R. Carter Hill
      Pages 52-69
    5. Thomas B. Fomby, Stanley R. Johnson, R. Carter Hill
      Pages 70-79
    6. Thomas B. Fomby, Stanley R. Johnson, R. Carter Hill
      Pages 80-121
    7. Thomas B. Fomby, Stanley R. Johnson, R. Carter Hill
      Pages 122-144
  4. Violations of Basic Assumptions

    1. Front Matter
      Pages 145-145
    2. Thomas B. Fomby, Stanley R. Johnson, R. Carter Hill
      Pages 147-169
    3. Thomas B. Fomby, Stanley R. Johnson, R. Carter Hill
      Pages 170-204
    4. Thomas B. Fomby, Stanley R. Johnson, R. Carter Hill
      Pages 205-236
    5. Thomas B. Fomby, Stanley R. Johnson, R. Carter Hill
      Pages 237-267
    6. Thomas B. Fomby, Stanley R. Johnson, R. Carter Hill
      Pages 268-280
  5. Special Topics

    1. Front Matter
      Pages 281-281
    2. Thomas B. Fomby, Stanley R. Johnson, R. Carter Hill
      Pages 283-306
    3. Thomas B. Fomby, Stanley R. Johnson, R. Carter Hill
      Pages 307-323
    4. Thomas B. Fomby, Stanley R. Johnson, R. Carter Hill
      Pages 324-338
    5. Thomas B. Fomby, Stanley R. Johnson, R. Carter Hill
      Pages 339-370

About this book

Introduction

This book had its conception in 1975in a friendly tavern near the School of Businessand PublicAdministration at the UniversityofMissouri-Columbia. Two of the authors (Fomby and Hill) were graduate students of the third (Johnson), and were (and are) concerned about teaching econometrics effectively at the graduate level. We decided then to write a book to serve as a comprehensive text for graduate econometrics. Generally, the material included in the bookand itsorganization have been governed by the question, " Howcould the subject be best presented in a graduate class?" For content, this has meant that we have tried to cover " all the bases " and yet have not attempted to be encyclopedic. The intended purpose has also affected the levelofmathematical rigor. We have tended to prove only those results that are basic and/or relatively straightforward. Proofs that would demand inordinant amounts of class time have simply been referenced. The book is intended for a two-semester course and paced to admit more extensive treatment of areas of specific interest to the instructor and students. We have great confidence in the ability, industry, and persistence of graduate students in ferreting out and understanding the omitted proofs and results. In the end, this is how one gains maturity and a fuller appreciation for the subject in any case. It is assumed that the readers of the book will have had an econometric methods course, using texts like J. Johnston's Econometric Methods, 2nd ed.

Keywords

development econometrics information linear optimization nonlinear optimization optimization regression software statistical models value-at-risk

Authors and affiliations

  1. 1.Department of EconomicsSouthern Methodist UniversityDallasUSA
  2. 2.The Center for Agricultural and Rural DevelopmentIowa State UniversityAmesUSA
  3. 3.Department of EconomicsLouisiana State UniversityBaton RougeUSA

Bibliographic information

  • Book Title Advanced Econometric Methods
  • Authors Thomas B. Fomby
    R. Carter Hill
    Stanley R. Johnson
  • DOI https://doi.org/10.1007/978-1-4419-8746-4
  • Copyright Information Springer-Verlag New York Inc. 1984
  • Publisher Name Springer, New York, NY
  • eBook Packages Springer Book Archive
  • Hardcover ISBN 978-0-387-90908-0
  • Softcover ISBN 978-0-387-96868-1
  • eBook ISBN 978-1-4419-8746-4
  • Edition Number 1
  • Number of Pages XIX, 624
  • Number of Illustrations 0 b/w illustrations, 0 illustrations in colour
  • Topics Economic Theory/Quantitative Economics/Mathematical Methods
  • Buy this book on publisher's site
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