Introductory econometrics with applications
著者
書誌事項
Introductory econometrics with applications
South-Western, c2002
5th ed
- : book
- : CD
- : pkg
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注記
Accompanied by 1 computer laser optical disk (4 3/4 in.): Gnu regression, econometrics, and time series library / by Allin Cotrell
Includes bibliographical references and indexes
内容説明・目次
内容説明
Offers an ideal combination of econometric theory and hands-on practical training for undergraduate and graduate courses. The author's ambition is to provide realistic applications without sacrificing theoretical underpinnings. He uses a logical step-by-step approach to walk readers through numerous real-world examples of model specification, estimation, and hypothesis testing. The book also succeeds at being self-contained. By including background information on mathematics, probability, statistics, and software applications, readers have all the information they need in one place.
目次
PART I. BACKGROUND. 1. Introduction. 2. Review of Probability and Statistics. PART II. BASICS. 3. The Simple Linear Regression Model. 4. Multiple Regression Models. 5. Multicollinearity. PART III. EXTENSIONS. 6. Choosing Functional Forms and Testing for Model Specification. 7. Qualitative (or Dummy) Independent Variables. PART IV. SOME SPECIAL ISSUES WITH CROSS-SECTION AND TIME SERIES DATA. 8. Heteroscedasticity. 9. Serial Correlation. 10. Distributed Lag Models. PART V. SPECIAL TOPICS. 11. Forecasting. 12. Qualitative and Limited Dependent Variables. 13. Simultaneous Equation Models. PART VI. PRACTICE. 14. Carrying out an Empirical Project.
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