Introduction to Econometrics

by Dougherty, Christopher

• ISBN13: 9780199280964
• ISBN10: 0199280967
• Edition: 3rd
• Format: Paperback
• Copyright: 2007-03-30
• Publisher: Oxford University Press

Summary

Introduction to Econometrics provides an introduction to econometrics using analytical and intuitive methods of the classical linear regression model. Mathematical notation is kept simple and step-by-step explanations of mathematical proofs are provided to facilitate learning. The text also provided to facilitate learning. The text also contains a large number of practical exercises, enabling students to practice what they have learned. This new edition has been substantially updated and revised with the inclusion of new material on specification tests, binary choice models, tobit analysis, sample selection bias, nonstationary time series, and unit root tests and basic cointegration. The new edition is also accompanied by a website with Powerpoint slideshows giving a parallel graphical treatment of topics treated in the book, cross-section and time series data sets, manuals for practical exercises, and lecture note extending the text.

Author Biography

Christopher Dougherty is a Senior Lecturer in Economics at the London School of Economics

Table of Contents

Review: random variables, sampling, and estimation

Simple regression analysis

Properties of regression coefficients and hypothesis testing

Multiple regression analysis

Transformation of variables

Dummy variables

Specification regression variables: a preliinary skirmish

Heteroscedasticity

Stochastic regressors and measurement errors

Simultaneous Equations Estimation

Binary Choice Models and Maximum Likelihood Estimation

Models Using Time Series Data

Autocorrelation

Introduction to Nonstationary Time Series

An introduction to panel data maodels

Table of Contents provided by Publisher. All Rights Reserved.