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A Course of Econometrics

by : D.S.G. Pollock

Part I

1. Elementary Regression Analysis

2. Appendix: Elements of Statistical Theory

3. Latent Variables and Simultaneous Equations

4. Appendix: The Geometry of the Plane

5. Models with Limited Dependent Variables

Part 2

6. The General Linear Regression Model

7. Recursive Estimation and the Kalman Filter

8. Appendix: Vectors and Matrices

9. 2SLS and LIML Estimators

10. Hypothesis Testing and Inference

11. Appendix: Statistical Distributions

Part 3

12. Stationary Stochastic Processes

13. Appendix: The Discrete Fourier Transform

14. Linear Stochastic Models

15. Appendix: Polynomials and Difference Equations

Part 4

16. Temporal Regression Models in Econometrics

17. Cointegration and Trends

18. Forecasting of Nonstationary Time Series

Part 5

19. Systems of Equations

20. Appendix: An Index Notation For Multivariate Statistical Analysis

21. The Analysis of Variance

22. The Analysis of Covariance : Panel Data

22. Multivariate Autoregressive Moving-Average Models

 

EXAM QUESTIONS

EXAM PREPARATION