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Econometrics by example
| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
New York
Palgrave Macmillan
2011
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| Subjects: |
Table of Contents:
- PART I: THE LINEAR REGRESSION MODEL
- The Linear Regression Model
- Functional Forms of Regression Models
- Qualitative Explanatory Variables Regression Models
- PART II: CRITICAL EVALUATION OF THE CLASSICAL LINEAR REGRESSION MODEL
- Regression Diagnostic I: Multicollinearity
- Regression Diagnostic II: Heteroscedasticity
- Regression Diagnostic III: Autocorrelation
- Regression Diagnostic IV: Model Specification Errors
- PART III: REGRESSION MODELS WITH CROSS-SECTIONAL DATA
- Categorical Dependent Variable Models: The Logit And Probit Models
- Multinomial Regression Models
- Original Regression Models
- Limited Dependent Variable Regression Models
- Modeling Count Data: The Poisson And Negative Binomial Regression Models
- PART IV: TOPICS IN TIME SERIES ECONOMETRICS
- Stationary and Nonstationary Time Series
- Cointegration and Error Correction Models
- Asset Price Volatility: The Arch and Garch Models - - Economic Forecasting with Arima and VAR Models
- Panel Data Regression Models
- Survival Analysis
- Invariables