Contents : Contents

1 - Introduction

THE FOUNDATION OF STATISTICAL INFERENCE.
2 - Probability and Distribution Theory.
3 - Statistical Inference: Estimation and Hypothesis Testing.
4 - Bayesian Inference.

THE GENERAL LINEAR STATISTICAL MODEL.
5 - Linear Statistical Model.
6 - The Normal General Linear Statistical Model.
7 - Bayesian Analysis of the Normal Linear Statistical Model.

GENERALIZATIONS OF THE LINEAR STATISTICAL MODEL.
8 - General Linear Statistical Model with Non-Scalar Identity Covariance Matrix.
9 - General Linear Statistical Model with an Unknown Covariance Matrix.
10 - Dummy Variables and Varying Parameter Models.
11 - Sets of Linear Statistical Models.
12 - Nonlinear Least Squares and Nonlinear Maximum Likelihood Estimation.
13 - Stochastic Regressors.

SIMULTANEOUS EQUATION MODELS.
14 - An Introduction to Simultaneous Linear Statistical Models.
15 - Estimation and Inference for Simultaneous Equation Statistical Models.

TIME-SERIES AND DISTRIBUTED LAG MODELS.
16 - Time Series Analysis and Forecasting.
17 - Distributed Lags.
18 - Multiple Time-Series.

ADDITIONAL ECONOMETRIC TOPICS.
19 - Qualitative and Limited Dependent Variable Models.
20 - Prior Information, Biased Estimation, and Statistical Model Selection.
21 - Multicollinearity.
22 - Robust Estimation.

EPILOGUE.
Appendix.

Language : English

Print : 2ème

Place of publishing : TORONTO

Figure(s) : Tableau(x)

Location : Nice Library

Material : Paper

Statement : Présent

Owner : Bibliothèque