Introductory econometrics : a modern approach
著者
書誌事項
Introductory econometrics : a modern approach
Thomson/South-Western, c2006
3rd ed., International student ed
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注記
Includes bibliographical references (p. 854-858) and index
内容説明・目次
内容説明
The modern approach of this text recognizes that econometrics has moved from a specialized mathematical description of economics to an applied interpretation based on empirical research techniques. It bridges the gap between the mechanics of econometrics and modern applications of econometrics by employing a systematic approach motivated by the major problems facing applied researchers today. Throughout the text, the emphasis on examples gives a concrete reality to economic relationships and allows treatment of interesting policy questions in a realistic and accessible framework.
目次
1. The Nature of Econometrics and Economic Data. PART I.REGRESSION ANALYSIS WITH CROSS SECTION DATA. 2. The Simple Regression Model. 3. Multiple Regression Analysis: Estimation. 4. Multiple Regression Analysis: Inference. 5. Multiple Regression Analysis: OLS Asymptotics. 6. Multiple Regression Analysis: FurtherIssues. 7. Multiple Regression Analysis with Qualitative information: Binary (or Dummy) Variables. 8. Heteroskedasticity. 9. More on Specification and Data Problems. PART II. REGRESSION ANALYSIS WITH TIME SERIES DATA. 10. Basic Regression Analysis with Time Series Data. 11. Further Issues in Using OLS with Time Series Data. 12. Serial Correlation and Heteroskedasticity in Time Series Regressions. PART III. ADVANCED TOPICS. 13. Polling Cross Sections Across Time: Simple Panel Data Methods. 14. Advanced Panel Data Methods. 15. Instrumental Variables Estimation and Two State Least Squares. 16. Introduction to Simultaneous Equations Models. 17. Limited Dependent Variable Models and Sample Selection Corrections. 18. Advanced Time Series Topics. 19. Carrying Out an Empirical Project.
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