Essentials of econometrics
Material type:
TextPublication details: Boston : Irwin/McGraw-Hill, ©1999Edition: 2nd editionDescription: xxv, 534 pages : illustrations ; CD RomISBN: 9780071163064; 0071163069Subject(s): EconometricsDDC classification: 330.015195 | Item type | Current library | Collection | Call number | Status | Date due | Barcode | Item holds |
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Lending Books
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Main Library Stacks | Reference | 330.015195 GUJ (Browse shelf(Opens below)) | Available | 008533 | ||
Reference Books
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Main Library Reference | Reference | 330.015195 GUJ (Browse shelf(Opens below)) | Available | 005682 |
Includes index
Contents:1. The Nature and Scope of EconometricsPart I: Basics of Probability and Statistics2. A Review of Basic Statistical Concepts3. Some Important Probability Distributions4. Statistical Inference: Estimation and Hypothesis TestingPart II: The Linear Regression Model5. Basic Ideas of Linear Regression: The Two-Variable Model6. The Two-Variable Regression Model; Hypothesis Testing7. Multiple Regression: Estimation and Hypothesis Testing8. Functional Forms of Regression Models9. Regression on Dummy Explanatory VariablesPart III: Regression Analysis in Practice10. Multicollinearity: What Happens if Explanatory Variables are Correlated11. Heteroscedasticity: What Happens if the Error Variance is Nonconstant12. Autocorrelation: What Happens if Error Terms are Correlated13. Model Selection: Criteria and Tests14. Selected Topics in Single RegressionAppendix A: A List of Selected Econometric SoftwareAppendix B: Statistical TablesSelected BibliographyIndexes
Contains a user-friendly introduction to econometric theory and techniques, especially linear regression analysis. This work contains examples, explanations, and a variety of problem material to help students understand the econometric techniques. It also includes a disk.
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