## Econometric models and economic forecasts / Robert S. Pindyck, Daniel L. Rubinfeld.

Publisher: Kogakusha, (Tokio) : Mc Graw Hill, ©1976Description: xix., 579 páginas : ilustraciones, gráficos, tablas ; 20 cmContent type: Media type: Carrier type: ISBN: 0070500959Subject(s): Econometria | Modelos economicos | Previsión de negocios -- Modelos matemáticos | Pronostico de la EconomiaDDC classification: 330.015195Item type | Current location | Collection | Call number | Vol info | Copy number | Status | Date due | Barcode | Item holds |
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Book | B. Campus los Cerros Colección general | Colección general | 330.015195 P648 (Browse shelf) | 1976 | 1 | Available | 0000042336 |

Includes index.

Includes bibliography.

Single-equation regression models. -- Introduction to the regression model. -- The two-variable regression model. -- The multiple regression model. -- Serial correlation and heteroskedasticity. -- Instrumental variables and two-stage least squares. -- Forecasting with a single-equation regression model. -- Single-equation estimation-advance topics. -- Models of qualitative choice. -- Multi-equation simulation models. -- Simultaneous equation estimation. -- Introduction to simulation models. -- Dynamic behavior of simulation models. -- Examples of simulation models. -- Times-series models. -- Properties of stochastic time series. -- Linear time-series models. -- Estimation of time- series models. -- Forecasting with time-series models. -- Examples of time-series applications.

This book is an introduction to the science and art of building and using models. The science of model building consist of a set of tools, most of them quantitative, which are used to construct and then test mathematical representations of portions of the real world. The development and used of these tools are subsumed under the subject heading of econometrics. While not altogether straightforward, econometrics is a well - defined field and therefore relatively easy to describe in written prose. For this reason, the science of model building will be a primary concern of this book. The art of model building is, unfortunately, much harder to describe in words, since it consists mostly of intuitive judgments hat occur during the modeling process.

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