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1.

図書

図書
Jean H.P. Paelinck, Leo H. Klaassen ; with the assistance of J.-P. Ancot, A.C.P. Verster, Sj. Wagenaar
出版情報: Farnborough, Hampshire : Gower ,1981  ix, 211 p. ; 23 cm
シリーズ名: Studies in spatial analysis
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2.

図書

図書
Michael Pokorny
出版情報: Oxford, [Oxfordshire] : B. Blackwell, 1987  xi, 436 p. ; 23 cm
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3.

図書

図書
A.C. Harvey
出版情報: Oxford : Philip Allan, 1981  xi, 384 p. ; 24 cm
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4.

図書

図書
Edwin Mansfield
出版情報: New York : Norton, [1968]  xviii, 235 p. ; 24 cm
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5.

図書

図書
by Stephen M. Goldfeld and Richard E. Quandt ; with a contribution by Dennis E. Smallwood
出版情報: Amsterdam : North-Holland, 1972  xi, 280 p. ; 23 cm
シリーズ名: Contributions to economic analysis ; v. 77
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6.

図書

図書
John Denis Sargan ; edited with an introduction by Esfandiar Maasoumi
出版情報: Cambridge ; New York : Cambridge University Press, 1988  2 v. ; 24 cm
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7.

図書

図書
by Oskar Lange ; prepared with the collaboration of Antoni Banasiński on the basis of lectures delivered at Warsaw University ; translated from Polish by Józef Stadler ; translation edited by P.F. Kinightsfield
出版情報: Oxford : Pergamon , Warszawa : Pwn-Polish Scientific, 1969  viii, 175 p. ; 23 cm
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8.

図書

図書
by Gerhard Tintner
出版情報: Chicago : University of Chicago Press, c1968  ix, 113 p. ; 25 cm
シリーズ名: International encyclopedia of unified science ; vol. 1-2 . Foundations of the unity of science ; vol. 2, no. 6
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9.

図書

図書
[by] J.S. Cramer
出版情報: Amsterdam ; London : North-Holland Pub. Co., 1969  xii, 277 p. ; 23 cm
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10.

図書

図書
[by] Walter D. Fisher
出版情報: Baltimore : Johns Hopkins Press, 1969  xii, 195 p. ; 24 cm
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11.

図書

図書
P.R. Fisk
出版情報: London : Griffin, 1967  viii, 181 p. ; 22 cm
シリーズ名: Griffin's statistical monographs & courses ; no. 21
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12.

図書

図書
by Dennis J. Aigner
出版情報: Englewood Cliffs, N.J. : Prentice-Hall, 1971  xv, 298 p. ; 24 cm
シリーズ名: Prentice-Hall series in mathematical economics
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13.

図書

図書
edited by M. Hashem Pesaran and M.R. Wickens
出版情報: Oxford, U.K. ; Cambridge, Mass., USA : Blackwell, 1995  x, 482 p. ; 26 cm
シリーズ名: Blackwell handbooks in economics ; . Handbook of applied econometrics ; [v. 1]
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目次情報: 続きを見る
List of Figures
List of Tables
List of Contributors
Preface
Introduction / M. Hashem Pesaran ; Michael Wickens
Unobserved Components in Economic Time Series / Augustin Maravall1:
Vector Autoregressive Models: Specification, Estimation, Inference, and Forecasting / Fabio Canova2:
Multivariate Rational Expectations Models and Macroeconomic Modelling / Michael Binder ; Hashem Pesaran3:
Inventory Models / Kenneth D. West4:
The Consumption Function / John Muellbauer ; Ralph Lattimore5:
Large Scale Macroeconomic Modelling / Kenneth Wallis6:
The Econometric Analysis of Calibrated Macroeconomic Models / K. Kim ; Adrian Pagan7:
Macroeconomic Disequilibrium Models / Guy Laroque ; Bernard Salanie8:
Financial Market Efficiency Tests / Tim Bollerslev ; Robert Hodrick9:
List of Figures
List of Tables
List of Contributors
14.

図書

図書
Takeshi Amemiya
出版情報: Oxford : Basil Blackwell, 1986, c1985  vi, 521 p. ; 24 cm
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目次情報: 続きを見る
Classical Least Squares Theory / 1:
Recent Developments in Regression Analysis / 2:
Large Sample Theory / 3:
Asymptotic Properties of Extremum Estimators / 4:
Time Series Analysis / 5:
Generalized Least Squares Theory / 6:
Linear Simultaneous Equations Models / 7:
Nonlinear Simultaneous Equations Models / 8:
Qualitative Response Models / 9:
Tobit Models / 10:
Markov Chain and Duration Models / 11:
Useful Theorems in Matrix Analysis / Appendix 1:
Distribution Theory / Appendix 2:
Notes
References
Name Index
Subject Index
Classical Least Squares Theory / 1:
Recent Developments in Regression Analysis / 2:
Large Sample Theory / 3:
15.

図書

図書
William H. Greene
出版情報: Englewood Cliffs, N.J. : Prentice Hall, 1993  xxiii, 791 p. ; 27 cm
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目次情報: 続きを見る
Introduction / 1:
The Classical Multiple Linear Regression Model / 2:
Least Squares / 3:
Finite Sample Properties of the Least Squares Estimator / 4:
Large Sample Properties of the Least Squares and Instrumental Variables Estimators / 5:
Inference and Prediction / 6:
Functional Form and Structural Change / 7:
Specification Analysis and Model Selection / 8:
Nonlinear Regression Models / 9:
Nonspherical Disturbances-The Generalized Regression Model / 10:
Heteroscedasticity / 11:
Serial Correlation / 12:
Models for Panel Data / 13:
Systems of Regression Equations / 14:
Simultaneous-Equations Models / 15:
Estimation Frameworks in Econometrics / 16:
Maximum Likelihood Estimation / 17:
The Generalized Method of Moments / 18:
Models with Lagged Variables / 19:
Time-Series Models / 20:
Models for Discrete Choice / 21:
Limited Dependent Variable and Duration Models / 22:
Matrix Algebra / Appendix A:
Probability and Distribution Theory / Appendix B:
Estimation and Inference / Appendix C:
Large Sample Distribution Theory / Appendix D:
Computation and Optimization / Appendix E:
Data Sets Used in Applications / Appendix F:
Statistical Tables / Appendix G:
References
Author Index
Subject Index
Introduction / 1:
The Classical Multiple Linear Regression Model / 2:
Least Squares / 3:
16.

図書

図書
by C.W.J. Granger, in association with M. Hatanaka
出版情報: Princeton, N.J. : Princeton University Press, 1964  xviii, 299 p. ; 24 cm
シリーズ名: Princeton studies in mathematical economics ; no. 1
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17.

図書

図書
D.S.G. Pollock
出版情報: Chichester [Eng.] ; New York : Wiley, c1979  xv, 360 p. ; 24 cm
シリーズ名: Wiley series in probability and mathematical statistics ; . Applied probability and statistics
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18.

図書

図書
by J. Koerts [and] A.P.J. Abrahamse
出版情報: [Rotterdam] : Rotterdam University Press, 1969  ix, 185 p. ; 23 cm
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19.

図書

図書
by Ernest J. Mosbaek and Herman O. Wold ; with contributions by Ejnar Lyttkens, Anders Ågren and Lennart Bodin
出版情報: Amsterdam : North-Holland Pub. Co., 1970, c1969  xxii, 542 p ; 25 cm
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20.

図書

図書
editors, D.J. Aigner and A.S. Goldberger
出版情報: Amsterdam : North-Holland , New York : Sole distributors for the U.S.A. and Canada, American Elsevier Pub. Co., 1977  xiv, 383 p. ; 23 cm
シリーズ名: Contributions to economic analysis ; 103
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21.

図書

図書
Robert S. Pindyck, Daniel L. Rubinfeld
出版情報: New York : McGraw-Hill, c1976  xix, 576 p. ; 24 cm
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22.

図書

図書
Michael D. Intriligator
出版情報: Englewood Cliffs, N.J. : Prentice-Hall, c1978  xv, 638 p. ; 24 cm
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目次情報: 続きを見る
Introduction: Overview, Models, And Data / I:
The Econometric Approach / 1:
Models, Economic Models, and Econometric Models / 2:
Data and Refined Data / 3:
Single-Equation Estimation / II:
The Basic Linear Regression Model / 4:
Extensions of the Simple Linear Regression Model / 5:
Introduction to Time-Series Analysis and Dynamic Specification / 6:
Applications Of Single-Equation Estimation / III:
Applications to Households Demand Analysis / 7:
Applications to Firms Production Functions and Cost Functions / 8:
Simultaneous Equations And Dynamic Systems / IV:
The Simultaneous-Equations System and Its Identification / 9:
Estimation of the Simultaneous-Equations Systems / 10:
Dynamic Systems / 11:
Applications Of Simultaneous-Equations Estimation / V:
Applications to Macroeconometric Models / 12:
Other Applications of Simultaneous-Equations Estimation / 13:
The Uses And Evaluation Of Econometric Models / VI:
Structural Analysis / 14:
Forecasting / 15:
Policy Evaluation / 16:
Validation of Econometric Models and Managerial Aspects of the Uses of Econometric Models / 17:
An Econometric Project / Appendix A:
Matrices / Appendix B:
Probability and Statistics / Appendix C:
Index
Introduction: Overview, Models, And Data / I:
The Econometric Approach / 1:
Models, Economic Models, and Econometric Models / 2:
23.

図書

図書
by Oskar Lange ; prepared with the collaboration of Antoni Banasiński on the basis of lectures delivered at the University of Warsaw
出版情報: Oxford [England] ; New York : Pergamon Press, 1962  433 p., [3] folded leaves of plates ; 22 cm
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24.

図書

図書
David A. Katz
出版情報: Englewood Cliffs, N.J. : Prentice-Hall, c1982  viii, 280 p. ; 24 cm
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25.

図書

図書
[by] George S. Fishman
出版情報: Cambridge, Mass. : Harvard University Press, 1969  xi, 212 p. ; 25 cm
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26.

図書

図書
Michael J. Brennan
出版情報: Cincinnati : South-Western Pub. Co, c1960  x, 419 p. ; 24 cm
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27.

図書

図書
J. Johnston
出版情報: New York : McGraw-Hill, c1963  xiii, 300 p. ; 24 cm
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28.

図書

図書
Saul H. Hymans
出版情報: Englewood Cliffs : Prentice-Hall, c1967  xvii, 333 p. ; 24 cm
シリーズ名: Prentice-Hall international series in management
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29.

図書

図書
H. A. John Green
出版情報: Princeton : Princeton University. Press, 1964.  ix, 129 p. ; 25 cm
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30.

図書

図書
Gerhard Tintner, Jati K. Sengupta
出版情報: New York : Academic Press, 1972  xi, 315 p. ; 24 cm
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31.

図書

図書
[by] E. Malinvaud ; translation by A. Silvey
出版情報: Amsterdam : North-Holland : [Sole distributors for U.S.A. and Canada : Rand McNally, Chicago], 1966  xiv, 631 p. ; 24 cm
シリーズ名: Studies in mathematical and managerial economics ; v. 6
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32.

図書

図書
Jan R. Magnus and Heinz Neudecker
出版情報: Chichester [West Sussex] ; New York : Wiley, c1988  xvii, 393 p. ; 24 cm
シリーズ名: Wiley series in probability and mathematical statistics ; . Applied probability and statistics
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目次情報: 続きを見る
Matrices
Basic Properties of Vectors and Matrices
Kronecker Products, the Vec-Operator, and the Moore-Penrose Inverse
Miscellaneous Matrix Results
Differentials: The Theory
Mathematical Preliminaries
Differentials and Differentiability
The Second Differential
Static Optimization
Differentials: The Practice
Some Important Differentials
First-Order Differentials and Jacobian Matrices
Second-Order Differentials and Hessian Matrices
Inequalities
The Linear Model
Statistical Preliminaries
The Linear Regression Model
Further Topics in the Linear Model
Applications To Maximum Likelihood Estimation
Maximum Likelihood Estimation
Simultaneous Equations
Topics in Psychometrics
Index
Matrices
Basic Properties of Vectors and Matrices
Kronecker Products, the Vec-Operator, and the Moore-Penrose Inverse
33.

図書

図書
[by] Ronald J. Wonnacott [and] Thomas H. Wonnacott
出版情報: New York : J. Wiley, c1970  ix, 445, [8] p. ; 24 cm
シリーズ名: Wiley series in probability and mathematical statistics ; . Applied probability and statistics
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