Econometric Methods

by Jack Johnston, John Dinardo

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Provides a study of econometric theory and practice for undergraduate or graduate study. This work assumes that students have taken a basic course in statistic. It provides an appendix on basic statistical theory for those who may need a refresher. It also includes a review of relevant topics in matrix algebra and a data disk.… (more)

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Author name	Role	Type of author	Work?	Status
Johnston, Jack	—	primary author	all editions	confirmed
Dinardo, John	—	main author	all editions	confirmed

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Cochrane–Orcutt estimation

Generalized least squares

Multicollinearity

Power transform

Prais–Winsten estimation

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Provides a study of econometric theory and practice for undergraduate or graduate study. This work assumes that students have taken a basic course in statistic. It provides an appendix on basic statistical theory for those who may need a refresher. It also includes a review of relevant topics in matrix algebra and a data disk.

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