Essentials of Econometrics
ISBN: 9780073375847 | 0073375845
Edition: 4thFormat: Hardcover
Publisher: McGraw-Hill/Irwin
Pub. Date: 5/12/2009
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The primary objective of the fourth edition of Essentials of Econometrics is to provide a user-friendly introduction to econometric theory and techniques. This text provides a simple and straightforward introduction to econometrics for the beginner. The book is designed to help students understand econometric techniques through extensive examples, careful explanations, and a wide variety of problem material. In each of the editions, I have tried to incorporate major developments in the field in an intuitive and informative way without resort to... MORE
| The Nature and Scope of Econometrics | |
| The Linear Regression Model | |
| Basic Ideas of Linear Regression | |
| The Two-Variable Model: Hypothesis Testing | |
| Multiple Regression: Estimation and Hypothesis Testing | |
| Functional Forms of Regression Models | |
| Dummy Variable Regression Models | |
| Regression Analysis in Practice | |
| Model Selection: Criteria an... MORE | |
| Multicollinearity: What Happens if Explanatory Variables are Correlated? | |
| Heteroscedasticity: What Happens if the Error Variance is Nonconstant? | |
| What Happens if Error Terms are Correlated? | |
| Advanced Topics in Econometrics | |
| Simultaneous Equation Models | |
| Selected Topics in Single-Equation Regression Models | |
| Appendices | |
| Introduction: Basics of Probability and Statistics | |
| Review of Statistics: Probability and Probability Distributions | |
| Characteristics of Probability Distributions | |
| Some Important Probability Distributions | |
| Statistical Inference: Estimation and Hypothesis Testing | |
| Statistical Tables | |
| Computer Output of EViews, Minitab, Excel, and STATA | |
| Table of Contents provided by Publisher. All Rights Reserved. |
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