634 pp. xx. First published in 1976; this copy 4th Edition with '1' in number line. NO JACKET.Following Examples", Preface, and Introduction, Contents divided into 19 sections in 4 Parts: Part 1 Glossy purple boards with Title lettering in yellow on top half front cover; Author names in small white letters at bottom center front cover. THE BASICS OF REGRESSION ANALYSIS (1) "Introduction to the Regression Model" ; (2) "Elementary Statistics: A Review"; (3) "The Two-Variable Regression Model"; (4) "The Multiple Regression Model"; Part 2 SINGLE-EQUATION REGRESSION MODELS (5) "Using the Multiple Regression Model"; (6) "Serial Correlation and Heteroscedasticity"; (7) "Instrumental Variables and Model Specification"; (8) "Forecasting with a Single-Equation Regression Model"; (9) "Single-Equation Estimation: Advanced Topics"; (10) "Nonlinear and Maximum Likelihood Estimation"; (11) "Models of Qualitative Choice"; Part 3 MULTI-EQUATION MODELS (12) "Simultaneous-Equation Estimation"; (13) "Introduction to Simulation Models"; (14) "Dynamic Behavior of Simulation Models"; Part 4 TIME-SERIES MODELS (15) "Smoothing and Extrapolation of Time Series"; (16) "Properties of Stochastic Time Series"; (17) "Linear Time-Series Models"; (18) "Estimating and Forecasting with Time-Series Models"; (19) "Applications of Time-Series Models"; Statistical Tables, pp. 603-610; Solutions to Selected Problems, pp. 611-620; Indexes: Author Index, pp. 621-623; Subject Index, pp. 625-634. Tiny tip wear (showing gray beneath purple veneer) at book corners and lower left spine corner; nugatory crinkling of top spine ends; 4 small light tan spot stains on top edge (NO bleeding onto pages); tiny lower edge 1/32" poke (NO pencil lead evident) at pp. 385/386, 387/388, with diminishing echoing through p. 418: describes much worse than it is, but there you have it. Essentially Fine: Strong binding (NO cracks); corners essentially square (NO bumps or curls); NO remainder marks. Clean text. Previous owner name at center Title page, that of Danny Scholzman, distinguished Professor of Political Science and Government at Johns Hopkins University. (Unusually heavy artifact, may require extra shipping.).

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Bibliographic Details

Title: Econometric Models and Economic Forecasts (Fourth Edition)
Publisher: Irwin / McGraw-Hill / The McGraw-Hill Companies, Boston Blue Ridge, IL Dubuque, IA Madison, WI New York San Francisco St Louis
Publication Date: 1998
Language: English
ISBN 10: 0079132928
ISBN 13: 9780079132925
Binding: Hardcover
Edition: 4th Edition
Condition: Near Fine

About this title

Synopsis

First course in Econometrics in Economics Departments at better schools, also Economic/Business Forecasting. Statistics prerequisite but no calculus. Slightly higher level and more comprehensive than Gujarati (M-H, 1996) . P-R covers more time series and forecasting. P-R coverage is notch below Johnston-DiNardo (M-H, 97) and requires no matrix algebra. Includes data disk.

From the Publisher

Book restructured into four (previously three) parts.
Part One now introduces the multiple regression model and chapter 2 has new material on descriptive statistics.
Part Two now covers single-equation regression models
New chapter (10) on nonlinear and maximum-likelihood estimation with a section on ARCH and GARCH models. New tests for heteroscedasticity (ch.6) and use of panel data (ch.9).
Part Three has revised exposition and a small macroeconomic model in an Appendix.
Four Four includes a revised treatment of time-series analysis. Chapter 18 combines two chapters from the 3/e on estimation and forecasting with time-series models.
Data for examples included in text or in IM. Now data also provided in a diskette which comes with the book.
Reviewers acclaim student accessibility, comprehensiveness, and appropriate and extensive examples.
Book helps the student understand the art of model building. The book aids understanding what type of model to build, building the appropriate model, testing it statistically, and applying the model to practical problems in forecasting and analysis

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