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Econometrics

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ISBN-10: 0072983167

ISBN-13: 9780072983166

Edition: 1st 2005

Authors: Stephen Schmidt

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Book details

Edition: 1st
Copyright year: 2005
Publisher: McGraw-Hill Higher Education
Binding: Hardcover
Pages: 576
Size: 7.50" wide x 9.25" long x 0.75" tall
Weight: 1.892
Language: English

About the Author Preface Part One: Introduction to Econometrics 1. Econometrics Concepts 2. Conducting an Econometric Project Part Two: Probability and Statistics 3. Random Variables 4. Estimation 5. Hypothesis Testing Part Three: Least Squares Regression 6. Ordinary Least Squares 7. Properties of the Least Squares Estimators 8. Multivariate Regression Part Four: Specifying the Econometric Model 9. Selecting a Functional Form 10. Determining the Econometric Specification 11. Models with Structural Shifts Part Five: Extensions of Least Squares Regression 12. Autocorrelation 13. Heteroskedasticity 14. Endogenous Right Hand Side Variables Part Six: Advanced Topics 15. Simultaneous…