Econometrics

Name: Econometrics
Price: 48.38 USD
Availability: InStock
ISBN: 9780073200309

ISBN-10: 0073200301

ISBN-13: 9780073200309

Edition: 2005

Authors: Stephen J. Schmidt

List price: $150.94

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Book details

List price: $150.94
Copyright year: 2005
Publisher: McGraw-Hill Higher Education
Binding: Mixed Media
Pages: 427
Size: 7.25" wide x 9.25" long x 1.00" tall
Weight: 1.980
Language: English

Econometric Analysis
Introduction
Designing an econometric project
Probability and Statistics
Random variables
Estimation
Hypothesis testing
Linear Regression
Least Squares Regression
Properties of the least squares estimator
Multivariate regression
Topics in Linear Regression
Selecting a Functional Form
Determining the econometric specification
Instability of the regression equation
Violations of the Regression Model
Autocorrelation
Heteroskedasticity
Estimating multiple equations
Advanced Topics
Endogenous variables
Forecasting
Time series analysis
Nonlinear models
Dummy dependent variables
General discrete choice models
Table of Contents provided by Publisher. All Rights Reserved.