Introductory Econometrics

1. Front Matter

   Pages i-ix

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2. The General Linear Model I

   • Phoebus J. Dhrymes

   Pages 1-33

3. The General Linear Model II

   • Phoebus J. Dhrymes

   Pages 34-97

4. The General Linear Model III

   • Phoebus J. Dhrymes

   Pages 98-184

5. The General Linear Model IV

   • Phoebus J. Dhrymes

   Pages 185-217

6. Misspecification Analysis and Errors in Variables

   • Phoebus J. Dhrymes

   Pages 218-268

7. Systems of Simultaneous Equations

   • Phoebus J. Dhrymes

   Pages 269-323

8. Discrete Choice Models: Logit and Probit Analysis

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   Pages 324-352

9. Statistical and Probabilistic Background

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   Pages 353-398

10. Tables for Testing Hypotheses on the Autoregressive Structure of the Errors in a GLM

    • Phoebus J. Dhrymes

    Pages 399-415

11. Back Matter

    Pages 416-429

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This book has taken form over several years as a result of a number of courses taught at the University of Pennsylvania and at Columbia University and a series of lectures I have given at the International Monetary Fund. Indeed, I began writing down my notes systematically during the academic year 1972-1973 while at the University of California, Los Angeles. The diverse character of the audience, as well as my own conception of what an introductory and often terminal acquaintance with formal econometrics ought to encompass, have determined the style and content of this volume. The selection of topics and the level of discourse give sufficient variety so that the book can serve as the basis for several types of courses. As an example, a relatively elementary one-semester course can be based on Chapters one through five, omitting the appendices to these chapters and a few sections in some of the chapters so indicated. This would acquaint the student with the basic theory of the general linear model, some of the prob­ lems often encountered in empirical research, and some proposed solutions. For such a course, I should also recommend a brief excursion into Chapter seven (logit and pro bit analysis) in view of the increasing availability of data sets for which this type of analysis is more suitable than that based on the general linear model.

• Estimator
• Likelihood
• analysis of variance
• best fit
• calculus
• econometrics
• equation
• function
• variable
• Ökonometrie

• Department of Economics, Columbia University, New York, USA

  Phoebus J. Dhrymes

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