9780324113648

Introductory Econometrics A Modern Approach

by
  • ISBN13:

    9780324113648

  • ISBN10:

    0324113641

  • Edition: 2nd
  • Format: Hardcover
  • Copyright: 7/11/2002
  • Publisher: South-Western College Pub
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Summary

The modern approach of this text recognizes that econometrics has moved from a specialized mathematical description of economics to an applied interpretation based on empirical research techniques. It bridges the gap between the mechanics of econometrics and modern applications of econometrics by employing a systematic approach motivated by the major problems facing applied researchers today. Throughout the text, the emphasis on examples gives a concrete reality to economic relationships and allows treatment of interesting policy questions in a realistic and accessible framework.

Table of Contents

The Nature of Econometrics and Economic Data
1(20)
PART 1 REGRESSION ANALYSIS WITH CROSS-SECTIONAL DATA 21(302)
The Simple Regression Model
22(46)
Multiple Regression Analysis: Estimation
68(48)
Multiple Regression Analysis: Inference
116(50)
Multiple Regression Analysis: OLS Asymptotics
166(16)
Multiple Regression Analysis: Further Issues
182(36)
Multiple Regression Analysis with Qualitative Information: Binary (or Dummy) Variables
218(39)
Heteroskedasticity
257(32)
More on Specification and Data Problems
289(34)
PART 2 REGRESSION ANALYSIS WITH TIME SERIES DATA 323(102)
Basic Regression Analysis with Time Series Data
324(36)
Further Issues in Using OLS with Time Series Data
360(31)
Serial Correlation and Heteroskedasticity in Time Series Regressions
391(34)
PART 3 ADVANCED TOPICS 425(398)
Pooling Cross Sections Across Time. Simple Panel Data Methods
426(35)
Advanced Panel Data Methods
461(23)
Instrumental Variables Estimation and Two Stage Least Squares
484(41)
Simultaneous Equations Models
525(28)
Limited Dependent Variable Models and Sample Selection Corrections
553(47)
Advanced Time Series Topics
600(46)
Carrying out an Empirical Project
646(177)
APPENDICES
Appendix A Basic Mathematical Tools
675(21)
Appendix B Fundamentals of Probability
696(35)
Appendix C Fundamentals of Mathematical Statistics
731(45)
Appendix D Summary of Matrix Algebra
776(11)
Appendix E The Linear Regression Model in Matrix Form
787(15)
Appendix F Answers to Chapter Questions
802(13)
Appendix G Statistical Tables
815(8)
References 823(8)
Glossary 831(18)
Index 849

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