Basic econometrics (4th international edition and CD-ROM package)

Auteur :

Langue : Anglais

Prix indicatif 61,81 €

Sous réserve de disponibilité chez l'éditeur.

Ajouter au panierAjouter au panier
Date de parution :
Ouvrage 1002 p. · 18.5x23 cm · Broché
This book provides an elementary but comprehensive introduction to econometrics without resorting to matrix algebra, calculus, or statistics beyond the elementary level. Because of the way the book is organised, it may be used at a variety of levels of rigour. For example, if matrix algebra is used, theoretical exercises may be omitted. A CD of data sets is provided with the text.
1. The Nature of Regression Analysis. 2. Two-Variable Regression Analysis: Some Basic Ideas. 3. Two Variable Regression Model: The Problem of Estimation. 4. The Normality Assumption: Classical Normal Linear Regression Model. 5. Two-Variable Regression: Interval Estimation and Hypothesis Testing. 6. Extensions of the Two-Variable Linear Regression Model. 7. Multiple Regression Analysis: The Problem of Estimation. 8. Multiple Regression Analysis: The Problem of Inference. 9. Regression on Dummy variables. 10. Multicollinearity: What happens if the Regressor are correlated. 11. Heteroscedasticity. 12. Autocorrelation. 13. Econometric Modeling I: Traditional Econometric Methodology. 14. Econometric Modeling II: Alternative Econometric Methodologies. 15. Regression on Dummy Dependent Variable: The LPM, Probit, and Tobit Models 16. Nominal Ordinal and other Limited Dependent Variable regression models. . 17. Dynamic Econometric Model: Autoregressive and Distributed Lag Models. 18. Simultaneous-Equation Models. 19. The Identification Problem. 20. Simultaneous-Equation Methods. 21. Time Series Econometrics I: Stationarity, Unit Roots, and Cointegration. 22. Time Series Econometrics II: ARIMA and VAR Models. 23. Non-linear in the Parameter Regression Models 24. Panel Data Regression Models Appendixes A. A Review of Some Statistical Concepts B. Rudiments of Matrix Algebra C. Linear Regression Model in Matrix Notation D. Statistical Tables Selected Bibliography Indexes Name Index Subject Index