Basic econometrics

Buy online ($)
Type
Book
Authors
ISBN 10
0072335424
ISBN 13
9780072335422
Category
Unknown
[ Browse Items ]
Publication Year
2015
Publisher
Pages
1002
Subject
Econometrics.
Abstract
An introduction to econometrics which discusses techniques and topics suitable for a first-year undergraduate course. The text assumes a statistics course as a prerequisite and contains an appendix on fundamental statistics. - from Amazon
Description
pt. 1. Single-equation regression models. The nature of regression analysis -- Two-variable regression analysis : some basic ideas -- Two-variable regression model : the problem of estimation -- Classical normal linear regression model (CNLRM) -- Two-variable regression : interval estimation and hypothesis testing -- Extensions of the two-variable linear regression model -- Multiple regression analysis : the problem of estimation -- Multiple regression analysis : the problem of inference -- Dummy variable regression models -- pt. 2. Relaxing the assumptions of the classical model. Multicollinearity : what happens if the regressors are correlated -- Heteroscedasticity : what happens if the error variance is nonconstant? -- Autocorrelation : what happens if the error terms are correlated -- Econometric modeling : model specification and diagnostic testing -- pt. 3. Topics in econometrics. Nonlinear regression models -- Qualitative response regression models -- Panel data regression models -- Dynamic econometric models : autoregressive and distributed-lag models -- pt. 4. Simultaneous-equation models. Simultaneous-equation models -- The identification problem -- Simultaneous-equation methods -- Time series econometrics : some basic concepts -- Time series econometrics : forecasting.
Biblio Notes
Includes bibliographical references (pages 979-982) and indexes.
Number of Copies
1
Library | Accession No | Call No | Copy No | Edition | Location | Availability |
---|---|---|---|---|---|---|
Main | 232 | HB139 .G84 2003 | 1 | Yes |