Undergraduate econometrics

著者

• Hill, R. Carter
• Griffiths, William E.
• Judge, George G.

書誌事項

Undergraduate econometrics

by R. Carter Hill, William E. Griffiths, George G. Judge

Wiley, c1997

注記

Includes index

内容説明・目次

内容説明

Intended for one semester introductory econometrics courses, this text is not in a theorem-proof type format. It emphasizes motivation, understanding, and implementation. Motivation is achieved by introducing economic models within the framework of economic questions that students can answer. Understanding is aided by description of techniques, clear interpretations and appropriate applications. Learning is reinforced by doing, with worked examples in the text and end of chapter exercises. By using an intuitive approach, students are shown how economic data are used with economic and statistical models as a basis for estimating key economic parameters, testing economic hypotheses and predicting economic outcomes. Many of the exercises involve the student using a sample of data and computer software to answer economic questions The book only uses essential calculus and uses economic principles at the "Principles of Economics" level. It includes an instructor's manual; an ASCII data disk for use with any statistical package; SAS and SHAZAM programs (in ASCII format for simple modification) for numerical exercises; and brief handouts for class distribution with SAS and SHAZAM commands also included in the instructor's manual and on disk.

目次

• The Role of Econometrics in Economic Analysis
• Some Basic Probability Concepts
• The Simple Linear Regression Model: Specification and Estimation
• Properties of the Least Squares Estimators
• Inference in the Simple Regression Model: Interval Estimation, Hypothesis Testing, and Prediction
• The Simple Linear Regression Model: Reporting the Results and Choosing the Functional Form
• The Multiple Regression Model: Specification and Estimation
• The Multiple Regression Model: Statistical Inference and Related Topics
• Extensions of the Multiple Regression Model
• Heteroskedasticity
• Autocorrelation
• Pooling Time-Series and Cross Sectional Data
• Simultaneous Equations
• Nonlinear Least Squares
• Distributed Lag Models
• Time Series Models
• Economic Data Sources and How to Use Them.

「Nielsen BookData」 より

詳細情報

• NII書誌ID(NCID): BA30531826
• ISBN:
  • 0471139939
• LCCN: 96044704
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: New York
• ページ数/冊数: xiv, 366 p.
• 大きさ: 27 cm
• 分類:
  • NDC9 : 331.19
  • LCC : HB139
  • DC20 : 330/.01/5195
• 件名:
  • LCSH : Econometrics