Pedace Econometrics For Dummies

1. Auflage 2013
ISBN: 978-1-118-53387-1
Verlag: John Wiley & Sons
Format: EPUB
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 368 Seiten, E-Book

Score your highest in econometrics? Easy.
Econometrics can prove challenging for many students unfamiliar with the terms and concepts discussed in a typical econometrics course. Econometrics For Dummies eliminates that confusion with easy-to-understand explanations of important topics in the study of economics.
Econometrics For Dummies breaks down this complex subject and provides you with an easy-to-follow course supplement to further refine your understanding of how econometrics works and how it can be applied in real-world situations.
* An excellent resource for anyone participating in a college or graduate level econometrics course
* Provides you with an easy-to-follow introduction to the techniques and applications of econometrics
* Helps you score high on exam day
If you're seeking a degree in economics and looking for a plain-English guide to this often-intimidating course, Econometrics For Dummies has you covered.

Autoren/Hrsg.

Pedace, Roberto

Inhaltsverzeichnis

Introduction 1
Part I: Getting Started with Econometrics 5
Chapter 1: Econometrics: The Economist's Approach toStatistical Analysis 7
Chapter 2: Getting the Hang of Probability 21
Chapter 3: Making Inferences and Testing Hypotheses 39
Part II: Building the Classical Linear Regression Model59
Chapter 4: Understanding the Objectives of Regression Analysis61
Chapter 5: Going Beyond Ordinary with the Ordinary Least SquaresTechnique 75
Chapter 6: Assumptions of OLS Estimation and the Gauss-MarkovTheorem 93
Chapter 7: The Normality Assumption and Inference with OLS111
Part III: Working with the Classical Regression Model135
Chapter 8: Functional Form, Specifi cation, and StructuralStability 137
Chapter 9: Regression with Dummy Explanatory Variables 153
Part IV: Violations of Classical Regression Model Assumptions173
Chapter 10: Multicollinearity 175
Chapter 11: Heteroskedasticity 191
Chapter 12: Autocorrelation 209
Part V: Discrete and Restricted Dependent Variables inEconometrics 229
Chapter 13: Qualitative Dependent Variables 231
Chapter 14: Limited Dependent Variable Models 253
Part VI: Extending the Basic Econometric Model 265
Chapter 15: Static and Dynamic Models 267
Chapter 16: Diving into Pooled Cross-Section Analysis 281
Chapter 17: Panel Econometrics 291
Part VII: The Part of Tens 305
Chapter 18: Ten Components of a Good Econometrics ResearchProject 307
Chapter 19: Ten Common Mistakes in Applied Econometrics 315
Appendix: Statistical Tables 321
Index 327

Über Autor(innen)

Roberto Pedace, PhD, is an associate professor in the Department of Economics at Scripps College. His published work has appeared in Economic Inquiry, Industrial Relations, the Southern Economic Journal, Contemporary Economic Policy, the Journal of Sports Economics, and other outlets.