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      <record key="001" att1="001" value="LIB905355209" att2="LIB905355209">001   LIB905355209</record>
      <field key="037" subkey="x">englisch</field>
      <field key="050" subkey="x">Buch</field>
      <field key="076" subkey="">Ökonomie</field>
      <field key="100" subkey="">fomby, thomas b.</field>
      <field key="103" subkey="">department of economics, southern methodist university, dallas, usa</field>
      <field key="104" subkey="a">hill, r. carter</field>
      <field key="107" subkey="">department of economics, university of georgia, athens, usa</field>
      <field key="108" subkey="a">johnson, stanley r.</field>
      <field key="111" subkey="">department of economics and agricultural economics, university of missouri, columbia, usa</field>
      <field key="331" subkey="">advanced econometric methods</field>
      <field key="403" subkey="">1. ed.</field>
      <field key="410" subkey="">new york, heidelberg, berlin</field>
      <field key="412" subkey="">springer-verlag</field>
      <field key="425" subkey="">1984</field>
      <field key="433" subkey="">xix, 624 pp., 26 ill.</field>
      <field key="517" subkey="c">from the table of contents: preface; introduction; fundamental methodology: review of ordinary least squares and generalized</field>
      <field key="lea" subkey="s">t squares; point estimation and tests of hypotheses in small samples; large sample point estimation and tests of hypotheses;</field>
      <field key="sto" subkey="c">hastic regressors; use of prior information; preliminary test and stein-rule estimators; violations of basic assumptions:</field>
      <field key="fea" subkey="s">ible generalized least squares estimation; heteroscedasticity; autocorrelation; lagged dependent variables and</field>
      <field key="aut" subkey="o">correlation; unobservable variables; special topics: multicollinearity; varying coefficient models; models that combine</field>
      <field key="tim" subkey="e">-series and cross-section data; the analysis of models with qualitative or censored dependent variables; distributed lags;</field>
      <field key="unc" subkey="e">rtainty in model specification and selection; simultaneous equations models: introduction to simultaneous equations models;</field>
      <field key="ide" subkey="n">tification; limited information estimation; full information estimation; reduced form estimation and prediction in</field>
      <field key="sim" subkey="u">ltaneous equations models; properties of dynamic simultaneous equations models; frontiers: special topics in simultaneous</field>
      <field key="equ" subkey="a">tions; appendix: estimation and inference in nonlinear statistical models;</field>
      <field key="540" subkey="">0-387-90908-7</field>
      <field key="544" subkey="">10405-A</field>
      <field key="700" subkey="b">658</field>
      <field key="700" subkey="b">general management</field>
      <field key="710" subkey="">econometrics</field>
    </SEQUENTIAL>
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