A user-friendly introduction to econometric theory and techniques, especially linear regression analysis. Extensive examples, careful explanations, and a wide variety of problem material enable students to understand the econometric techniques. Includes disk.
Table of contents:
Contents: 1. The Nature and Scope of Econometrics Part I: Basics of Probability and Statistics 2. A Review of Basic Statistical Concepts 3. Some Important Probability Distributions 4. Statistical Inference: Estimation and Hypothesis Testing Part II: The Linear Regression Model 5. Basic Ideas of Linear Regression: The Two-Variable Model 6. The Two-Variable Regression Model; Hypothesis Testing 7. Multiple Regression: Estimation and Hypothesis Testing 8. Functional Forms of Regression Models 9. Regression on Dummy Explanatory Variables Part III: Regression Analysis in Practice 10. Multicollinearity: What Happens if Explanatory Variables are Correlated 11. Heteroscedasticity: What Happens if the Error Variance is Nonconstant 12. Autocorrelation: What Happens if Error Terms are Correlated 13. Model Selection: Criteria and Tests 14. Selected Topics in Single Regression Appendix A: A List of Selected Econometric Software Appendix B: Statistical Tables Selected Bibliography Indexes
Table of contents:
Contents: 1. The Nature and Scope of Econometrics Part I: Basics of Probability and Statistics 2. A Review of Basic Statistical Concepts 3. Some Important Probability Distributions 4. Statistical Inference: Estimation and Hypothesis Testing Part II: The Linear Regression Model 5. Basic Ideas of Linear Regression: The Two-Variable Model 6. The Two-Variable Regression Model; Hypothesis Testing 7. Multiple Regression: Estimation and Hypothesis Testing 8. Functional Forms of Regression Models 9. Regression on Dummy Explanatory Variables Part III: Regression Analysis in Practice 10. Multicollinearity: What Happens if Explanatory Variables are Correlated 11. Heteroscedasticity: What Happens if the Error Variance is Nonconstant 12. Autocorrelation: What Happens if Error Terms are Correlated 13. Model Selection: Criteria and Tests 14. Selected Topics in Single Regression Appendix A: A List of Selected Econometric Software Appendix B: Statistical Tables Selected Bibliography Indexes