Using Econometrics: A Practical Guide

by Studenmund, A. H.

• ISBN13: 9780131367739
• ISBN10: 0131367730
• Additional ISBN(s): 9780134182742
• Edition: 6th
• Format: Hardcover
• Copyright: 2010-01-03
• Publisher: Pearson
• More Book Details

Summary

Using Econometrics: A Practical Guideprovides students with a practical introduction that combines single-equation linear regression analysis with real-world examples and exercises. An Overview of Regression Analysis; Ordinary Least Squares; Learning to Use Regression Analysis; The Classical Model; Hypothesis Testing; Specification: Choosing the Independent Variables; Specification: Choosing a Functional Form; Multicollinearity; Serial Correlation; Heteroskedasticity; Running Your Own Regression Project; Time-Series Models; Dummy Dependent Variable Techniques; Simultaneous Equations; Forecasting; Experimental and Panel Data; Statistical Principles For readers interested in understanding econometrics.

Table of Contents

Chapter 1: An Overview of Regression Analysis
Chapter 2: Ordinary Least Squares
Chapter 3: Learning to Use Regression Analysis
Chapter 4: The Classical Model
Chapter 5: Hypothesis Testing
Chapter 6: Specification: Choosing the Independent Variables
Chapter 7: Specification: Choosing a Functional Form
Chapter 8: Multicollinearity
Chapter 9: Serial Correlation
Chapter 10: Heteroskedasticity
Chapter 11: Running Your Own Regression Project
Chapter 12: Time-Series Models
Chapter 13: Dummy Dependent Variable Techniques
Chapter 14: Simultaneous Equations
Chapter 15: Forecasting
Chapter 16: Experimental and Panel Data
Chapter 17: Statistical Principles