• Tomas Cipra


Chapter 28 presents basic procedures of modern econometrics: 28.1. Multicollinearity, 28.2. A Priori Restrictions, 28.3. Qualitative Regressors, 28.4. Probit and Logit Models, 28.5. Random Regressors and Instrumental Variable Estimation, 28.6. Simultaneous Equation Models and 2SLS-Estimator.


Logit Model Critical Region Instrumental Variable Linear Regression Model Probit Model 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Further Reading

  1. Campbell, J.Y., Lo, A.W., MacKinlay, A.C.: The Econometrics of Financial Markets. Princeton University Press, Princeton, NJ (1997)MATHGoogle Scholar
  2. Davidson, J.: Econometric Theory. Blackwell, Oxford (2000)Google Scholar
  3. Greene, W.H.: Econometric Analysis. Prentice Hall, Englewood Cliffs, NJ (2003)Google Scholar
  4. Heij, C. et al.: Econometric Methods with Applications in Business and Economics. Oxford University Press, Oxford (2004)Google Scholar
  5. Judge, G.G. et al.: Introduction to the Theory and Practice of Econometrics. Wiley, New York (1988)MATHGoogle Scholar
  6. Plasman, J.: Modern Linear and Nonlinear Econometrics. Springer, Heidelberg (2006)Google Scholar

Copyright information

© Springer-Verlag Berlin Heidelberg 2010

Authors and Affiliations

  1. 1.Dept. of Statistics, Faculty of Mathematics and PhysicsCharles University of PraguePragueCzech Republic

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