Statistics and Econometrics: Methods and Applications, Value Edition

by Orley Ashenfelter (Princeton Univ.); Phillip B. Levine (Wellesley College); David J. Zimmerman (Williams College)

• ISBN13: 9780470009451
• ISBN10: 0470009454
• Format: Paperback
• Copyright: 2006-01-01
• Publisher: WILEY
• More Book Details
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Summary

Every major econometric method is illustrated by a persuasive, real life example applied to real data. * Explores subjects such as sample design, which are critical to practical application econometrics.

Table of Contents

Introduction to Econometrics

Basic Probability

Random Variables and Probability Distributions

Mathematics and Expectations

Multivariate Distributions

Sampling and Sampling Distributions

Estimation

Interval Estimation and Hypothesis Testing

Simple Linear Regression

Inference in Simple Linear Regression

Multiple Regression

Extending the Multiple Regression Model

Specification Error, Multicollinearity, and Measurement

Heteroskedascity and Serial Correlation

Simultaneos Equations

Dummy Dependent Variable

Analysis of Time Series Data

Panel Data Models

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