Using econometrics : a practical guide
Author(s)
Bibliographic Information
Using econometrics : a practical guide
(Addison-Wesley series in economics)
Addison Wesley, c2001
4th ed
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Includes index
Description and Table of Contents
Description
This revolutionary text covers single-equation linear regression analysis in an easy-to-understand format that emphasizes real-world examples and exercises. This intuitive approach focuses on learning how to use econometrics, not on matrix algebra or calculus proofs. Clear, accessible writing and numerous exercises provide students with a solid understanding of applied econometrics. This new approach is accessible to beginning econometrics students as well as experienced practitioners.
Table of Contents
I. THE BASIC REGRESSION MODEL.
1. An Overview of Regression Analysis.
2. Ordinary Least Squares.
3. Learning to Use Regression Analysis.
4. The Classical Model.
5. Hypothesis Testing.
II. VIOLATIONS OF THE CLASSICAL ASSUMPTIONS.
6. Specification: Choosing the Independent Variables.
7. Specification: Choosing a Functional Form.
8. Multicollinearity.
9. Serial Correlation.
10. Heteroskedasticity.
11. A Regression User's Handbook.
III. EXTENSIONS OF THE BASIC REGRESSION MODEL.
12. Time-Series Models.
13. Dummy Dependent Variable Techniques.
14. Simultaneous Equations.
15. Forecasting.
16. Statistical Principles.
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