Statistics and Econometrics: Methods and Applications, 2nd Edition

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  • Edition: 2nd
  • Format: Hardcover w/Disk
  • Copyright: 2006-01-01
  • Publisher: WILEY
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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
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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