Table of Contents: Introductory econometrics

Table of Contents:

Economic theory and economic modeling in practice Formulating single equation regression models Estimation of single equation regression models:: basic ideas concepts and methods Evaluation of the regression results: bypothesic testing and tests of significance Autocorrelation,heterosecdasticity and diagonistic testing The phenomenon of the sprious regression,data generation process,and additional diagnostic tests Dynamic econometric modeling: the distributed lag models Siimultaneous equation models and econometric analyisis Qualitative variables is econometric models -panel data regression models Qualitative response models Stationary and nonstationary time series Testing for stationary: the unit root tests Cointegration analysis: two variable case Cointegration analysis:the multivariable cave Aspects of financial time series econometrics