Using econometrics : a practical guide
Author(s)
Bibliographic Information
Using econometrics : a practical guide
(Addison-Wesley series in economics)
Pearson/Addison Wesley, c2006
5th ed., Pearson international ed
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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.
by "Nielsen BookData"