Essentials of econometrics
著者
書誌事項
Essentials of econometrics
（McGraw-Hill international editions）（McGraw-Hill higher education）
McGraw-Hill/Irwin, 2006
3rd ed
- : international ed
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注記
Includes bibliographical references (p. 541-544) and indexes
内容説明・目次
内容説明
This text provides a simple and straightforward introduction to econometrics for the beginner. The author's intent is to provide the student with a "user friendly," non-intimidating introduction to econometric theory and techniques. The book motives students to understand econometric techniques through extensive examples, careful explanations, and a wide variety of problem material. The audience is undergraduate economics, agricultural economics, and business administration majors, MBA students and others in the social and behavioral sciences where econometric techniques, especially the techniques of linear regression analysis, are used.
目次
Chapter 1The Nature and Scope of EconometricsPART IBasics of Probability and StatisticsChapter 2 Review of Statistics I: Probability and Probability DistributionsChapter 3Characteristics of Probability DistributionsChapter 4Some Important Probability DistributionsChapter 5Statistical Inference: Estimation and Hypothesis TestingPART IIThe Linear Regression ModelChapter 6Basic Ideas of Linear Regression: The Two-Variable ModelChapter 7The Two-Variable Model: Hypothesis TestingChapter 8Multiple Regression: Estimation and Hypothesis TestingChapter 9Functional Forms of Regression ModelsChapter 10Dummy Variable Regression ModelsChapter 11Model Selection: Criteria and TestsPART IIIRegression Analysis In PracticeChapter 12Multicollinearity: What Happens if Explanatory Variable Are CorrelatedChapter 13Heteroscedasticity: What Happens If The Error Variance Is NonconstantChapter 14Autocorrelation: What Happens If Error Terms Are CorrelatedPART IVIntroduction to Simultaneous Equation ModelsChapter 15Simultaneous Equation ModelsChapter 16Selected Topics in Single Equation Regression Models
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