Using econometrics : a practical guide

Bibliographic Information

Using econometrics : a practical guide

A.H. Studenmund

(Addison-Wesley series in economics)

Pearson/Addison Wesley, c2006

5th ed., Pearson international ed

Available at  / 6 libraries

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Note

Includes index

Description and Table of Contents

Description

Combining single-equation linear regression analysis with intuitive real-world examples and exercises is key to the success of Using Econometrics. Clear writing and a practical approach to econometrics that eschews the use of complex matrix algebra and calculus evidence this essential text's accessibility. As the subtitle, A Practical Guide, implies, this book is aimed not only at beginning econometrics students, but also at regression users looking for a refresher and at experienced practitioners who want a convenient reference.

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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Details

  • NCID
    BA78897543
  • ISBN
    • 0321311558
  • Country Code
    us
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Boston ; Tokyo
  • Pages/Volumes
    xv, 639 p.
  • Size
    23 cm
  • Classification
  • Subject Headings
  • Parent Bibliography ID
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