Book contents
- Frontmatter
- Contents
- Foreword by David Hendry
- Preface
- Acknowledgements
- List of symbols and abbreviations
- Part I Introduction
- Part II Probability theory
- Part III Statistical inference
- Part IV The linear regression and related statistical models
- 17 Statistical models in econometrics
- 18 The Gauss linear model
- 19 The linear regression model I – specification, estimation and testing
- 20 The linear regression model II – departures from the assumptions underlying the statistical GM
- 21 The linear regression model III – departures from the assumptions underlying the probability model
- 22 The linear regression model IV – departures from the sampling model assumption
- 23 The dynamic linear regression model
- 24 The multivariate linear regression model
- 25 The simultaneous equations model
- 26 Epilogue: towards a methodology of econometric modelling
- References
- Index
18 - The Gauss linear model
Published online by Cambridge University Press: 01 June 2011
- Frontmatter
- Contents
- Foreword by David Hendry
- Preface
- Acknowledgements
- List of symbols and abbreviations
- Part I Introduction
- Part II Probability theory
- Part III Statistical inference
- Part IV The linear regression and related statistical models
- 17 Statistical models in econometrics
- 18 The Gauss linear model
- 19 The linear regression model I – specification, estimation and testing
- 20 The linear regression model II – departures from the assumptions underlying the statistical GM
- 21 The linear regression model III – departures from the assumptions underlying the probability model
- 22 The linear regression model IV – departures from the sampling model assumption
- 23 The dynamic linear regression model
- 24 The multivariate linear regression model
- 25 The simultaneous equations model
- 26 Epilogue: towards a methodology of econometric modelling
- References
- Index
Summary
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- Chapter
- Information
- Statistical Foundations of Econometric Modelling , pp. 357 - 368Publisher: Cambridge University PressPrint publication year: 1986