TY  - BOOK
AU  - Stewart,Jon
TI  - Understanding econometrics
SN  - 0091564018 (pbk.) :
U1  - 330.028 22
PY  - 1984///
CY  - London
PB  - Hutchinson
KW  - Econometrics
N1  - Contents
1. Introduction
The nature of Econometrics
Economic Models
A simple model
A model for Game of chance
Random disturbance
etc

2. The two variable linear model
The least square principle
The correlation Coefficient
Least square estimators: Expectation
Least square estimators Variance
Least square estimators: Distribution
Confidence Intervals: t distribution
etc

3. The linear model with further explanatory variables
Introduction
Solution of the normal equations
An interpretation of Multiple regression
Multiple correlation
Nonlinear relationships
Properties of the estimators
etc

4. Alternative disturbace specifications
Introduction
Heteroscedasticity
Testing for Heteroscedasticity
Serial correlation
Testing for serial corerelation
etc

5. Distributed lags and Dynamic economic models
Introduction
Distributed lags
Estimation in Dynamic models I
Estimation in Dynamic models II
Alternative dynamic hypotheses
etc

6. Simultaneous equation models
Introduction
Identification
The reduced form
Estimation: Single equation methods
Estimation: Complete system methods
Simultaneous dynamic models 
Forecasting and policy Simulation
Finale
etc



; Bibliography: p. [266], Includes index
ER  -