Introduction to Econometrics

5. Revised Auflage 2016
ISBN: 978-0-19-967682-8
Verlag: Oxford University Press

Buch, Englisch, 608 Seiten, Print PDF, Format (B × H): 189 mm x 246 mm, Gewicht: 1187 g

Introduction to Econometrics provides students with clear and simple mathematics notation and step-by-step explanations of mathematical proofs, to give them a thorough understanding of the subject. Extensive exercises throughout build confidence by encouraging students to apply econometric techniques.

Retaining its student-friendly approach, Introduction to Econometrics has a comprehensive revision guide to all the essential statistical concepts needed to study econometrics, additional Monte Carlo simulations, new summaries, and non-technical introductions to more advanced topics at the end of chapters.

This book is supported by online resources, which include:

For lecturers:

· Instructor's manual for the text and data sets, detailing the exercises and their solutions.
· Customizable PowerPoint slides.

For students:

· Data sets referred to in the book.
· A comprehensive study guide offers students the opportunity to gain experience with econometrics through practice with exercises.
· Software manual.
· PowerPoint slides with explanations.

Autoren/Hrsg.

Dougherty, Christopher

Fachgebiete

• Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Wirtschaftsprognose
• Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Wirtschaftsstatistik, Demographie
• Mathematik | Informatik Mathematik Stochastik Mathematische Statistik

Inhaltsverzeichnis

- Introduction

- Review: Random Variables, Sampling, Estimation and Inference

- 1: Simple Regression Analysis

- 2: Properties of the Regression Coefficients and Hypothesis Testing

- 3: Multiple Regression Analysis

- 4: Nonlinear Models and Transformations of Variables

- 5: Dummy Variables

- 6: Specification of Regression Variables

- 7: Heteroskedasticity

- 8: Stochastic Regressors and Measurement Errors

- 9: Simultaneous Equations Estimation

- 10: Binary Choice and Limited Dependent Variable Models, and Maximum Likelihood Estimation

- 11: Models Using Time Series Data

- 12: Autocorrelation

- 13: Introduction to Nonstationary Time Series

- 14: Introduction to Panel Data Models

Über Autor(innen)

Dr Christopher Dougherty is an Associate Professor in Economics at the London School of Economics.