Using Econometrics
A Practical Guide
Seiten
1997
|
3rd edition
Pearson
978-0-673-52486-7 (ISBN)
Pearson
978-0-673-52486-7 (ISBN)
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Third revised edition of a textbook on single-equation linear regression, avoiding matrix algebra. This edition includes many new topics such as: heteroskedasticity-corrected standard errors; nonstationarity, the Dickey-Fuller test and cointegration, and the meaning and use of logged variables.
This revolutionary text covers single-equation linear regression analysis in an easy-to-understand format that emphasizes real-world examples and exercises. This intuitive approach avoids matrix algebra and relegates proofs and calculus to the footnotes. Clear, accessible writing and numerous exercises provide students with a solid understanding of applied econometrics. This new approach is accessible to beginning econometrics students as well as experienced practitioners.
This revolutionary text covers single-equation linear regression analysis in an easy-to-understand format that emphasizes real-world examples and exercises. This intuitive approach avoids matrix algebra and relegates proofs and calculus to the footnotes. Clear, accessible writing and numerous exercises provide students with a solid understanding of applied econometrics. This new approach is accessible to beginning econometrics students as well as experienced practitioners.
I. THE BASIC REGRESSION MODEL.
1. An Overview of Regression Analysis.
2. Ordinary Least Squares.
3. Learning to Use Regression Analysis.
4. The Classical Model.
5. Basic Statistics and Hypothesis Testing.
III. VIOLATIONS OF THE CLASSICAL ASSUMPTIONS.
6. Specification: Choosing the Independent Variables.
7. Specification: Choosing a Functional Form.
8. Multicollinearity.
9. Serial Correlation.
10. Heteroskedasticity.
11. A Regression User's Handbook.
III. EXTENSIONS OF THE BASIC REGRESSION MODEL.
12. Time-Series Models.
13. Dummy Dependent Variable Techniques.
14. Simultaneous Equations.
15. Forecasting.
| Erscheint lt. Verlag | 12.2.1997 |
|---|---|
| Sprache | englisch |
| Gewicht | 985 g |
| Themenwelt | Mathematik / Informatik ► Mathematik ► Angewandte Mathematik |
| Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie | |
| ISBN-10 | 0-673-52486-8 / 0673524868 |
| ISBN-13 | 978-0-673-52486-7 / 9780673524867 |
| Zustand | Neuware |
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