Introduction to econometrics

Bibliographic Details
Main Author: Dougherty, Christopher
Format: Book
Language:English
Published: Oxford New York Oxford University Press 2007
Edition:3rd ed.
Subjects:
Online Access:http://www.loc.gov/catdir/toc/ecip073/2006033141.html
http://www.loc.gov/catdir/enhancements/fy0723/2006033141-b.html
http://www.loc.gov/catdir/enhancements/fy0907/2006033141-d.html
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100 1 |a Dougherty, Christopher 
245 1 0 |a Introduction to econometrics   |c Christopher Dougherty 
250 |a 3rd ed. 
260 |a Oxford  |a New York   |b Oxford University Press  |c 2007 
300 |a xiii, 464 p.   |b ill.  
500 |a Includes bibliography and index. 
505 0 |a Review : random variables, sampling, and estimation -- Simple regression analysis -- Properties of the regression coefficients and hypothesis testing -- Multiple regression analysis -- Transformations of variables -- Dummy variables --- Specification of regression variables : a preliminary skirmish -- Heteroscedasticity -- Stochastic regressors and measurement errors -- Simultaneous equations estimation -- Binary choice and limited dependent variable models, and maximum likelihood estimation -- Models using time series data -- Properties of regression models with time series data -- Introduction to nonstationary time series -- Introduction to panel data models. 
650 0 |a ECONOMICS 
650 0 |a ECONOMETRICS. 
650 0 |a ECONOMICS -- MATHEMATICAL 
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