Publications of Székely, I.P.

Comparative review of some econometric software packages

Reviews several econometric software packages. Aremos for estimation methods and tests; Pc-Give used for general instrumental variable estimation; IAS (Interactive Simulation system-Bonn) used for extensive policy simulations; LIMDEP(LIMited DEPendents variables) used for estimating and analysing models with limited dependent variables.

Kőrösi G, Mátyás L, Székely IP. Practical econometrics. Aldershot, U.K.: Avebury; distributed in the U.S. by Ashgate Brookfield Vt.; 1992.

Practical econometrics

Textbook, suitable for undergraduate or graduate courses in econometrics up to the intermediate level, focusing on the practical use of the methods and on creating an understanding of the main concepts, ideas, and motivation. Considers preparations for econometric analysis, including a discussion of the database. Covers single equation models, discussing the basic model, stochastic regressors, time series analysis, dynamic specification, heteroskedastic disturbances, non-normal disturbances, multicollinearity, nonlinear models, structural stability, external (prior) information, joint tests of hypotheses, model selection, panel data based modeling, and analysis and forecast. Treats inference in simultaneous models, covering the classical simultaneous model and its estimation; hypothesis testing in linear simultaneous equation models; and analysis and prediction of simultaneous models. Addresses other selected topics, including investigating causal relationships by econometric methods; models with qualitative and limited dependent variables; and latent variables. Provides information on econometric software packages. Korosi is with the Hungarian Academy of Sciences. Matyas is at Monash University. Szekely is at Budapest University of Economics. Index.

Kőrösi G, Mátyás L, Székely IP. Gyakorlati ökonometria. Budapest, Hungary: Közgazdasági és Jogi Könyvkiadó; 1990.