Buch, Englisch, 710 Seiten, Format (B × H): 170 mm x 240 mm
Reihe: De Gruyter Textbook
Buch, Englisch, 710 Seiten, Format (B × H): 170 mm x 240 mm
Reihe: De Gruyter Textbook
ISBN: 978-3-11-025844-8
Verlag: De Gruyter
This book helps students, researchers, and instructors to reach a deeper understanding of the mathematical and statistical calculations. Mathematica software permits rapid numerical and graphic calculations that allow complex concepts to be displayed, animated, and discussed in the same document. With exercises included at the end of each chapter, this work is suitable as textbook and reference in econometrics courses.
Autoren/Hrsg.
Fachgebiete
Weitere Infos & Material
1. Introduction 2. Basics in linear algebra 3. Basics in statistics 4. Assumptions in econometrics (in the n-dimensional case) 4.1 Functional specification of econometric models (A1 - A3) 4.2 Noise specification (B1 - B4) 4.3 Variables specification (C1, C2) 5. Tasks of econometrics 5.1 Specification 5.2 Point estimation 5.3 Quality of estimators 5.4 Interval estimation 5.5 Hypotheses tests 5.6 Forecast 6. Examples in one dimension 7. Examples in two dimensions 8. Violation of assumptions 8.1 A1-violation 8.1.1 Consequences 8.1.2 Theory 8.1.3 Examples 8.1.4 Diagnosis 8.1.5 Tests 8.2 A2-violation 8.2.1 Consequences. 8.2.5 Tests 8.3 A3-violation 8.3.1 Consequences. 8.3.5 Tests 8.4 B1-violation 8.4.1 Consequences. 8.4.5 Tests 8.5 B2-violation 8.5.1 Consequences. 8.5.5 Tests 8.6 B3-violation