Introduction to econometrics
Main Author: | |
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Format: | Book |
Language: | English |
Published: |
Chichester ; New York
John Wiley
2002
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Edition: | 3rd ed. |
Subjects: |
Table of Contents:
- Linear regression model Econometrics Statistical background and matrix algebra Simple regression Multiple regression Assumptions of the Basic model Heteroskedasticity Autocorrelation Multicollinearity Dummy variables and truncated variables Simultaneous equation models Nonlinear regression , models of expectations and nonnormality Errors in variables Diagnostic checking, model selection and specification testing Introduction to time series analysis Vector autoregressions, unit roots and cointegration Panel data analysis Large sample theory Small-sample inference: resampling methods