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Introduction to Econometrics
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Oxford
Oxford University Press
2011
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| Edition: | 4th ed. |
| Subjects: |
Table of Contents:
- Review : random variables, sampling, and estimation
- Simple regression analysis
- Properties of the regression coefficients and hypothesis testing
- Multiple regression analysis
- Nonlinear models and 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
- Autocorrelation
- Introduction to nonstationary time series
- Introduction to panel data models.