9780073375847

Essentials of Econometrics

by ;
  • ISBN13:

    9780073375847

  • ISBN10:

    0073375845

  • Edition: 4th
  • Format: Hardcover
  • Copyright: 5/12/2009
  • Publisher: McGraw-Hill Education

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Summary

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 matrix algebra, calculus, or statistics beyond the introductory level. The fourth edition continues that tradition.

Table of Contents

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 and Tests
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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