Fundamentals of Applied Econometrics

ISBN-10: 047059182X
ISBN-13: 9780470591826
Edition: 2012
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Description: • Active Learning Exercises are found in each chapter providing interactive, hands-on applications to ensure comprehension and retention of econometrics. • Statistics Review at the beginning of the text allows students to refresh their statistical  More...

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Book details

List price: $202.99
Copyright year: 2012
Publisher: John Wiley & Sons, Limited
Publication date: 2/20/2012
Binding: Hardcover
Pages: 736
Size: 7.75" wide x 9.25" long x 1.25" tall
Weight: 2.640
Language: English

• Active Learning Exercises are found in each chapter providing interactive, hands-on applications to ensure comprehension and retention of econometrics. • Statistics Review at the beginning of the text allows students to refresh their statistical skills  

What's Different about This Book
Working with Data in the "Active Learning Exercises"
Acknowledgments
Notation
Introduction and Statistics Review
Introduction
A Review of Probability Theory
Estimating the Mean of a Normally Distributed Random Variable
Statistical Inference on the Mean of a Normally Distributed Random Variable
Regression Analysis
The Bivariate Regression Model: Introduction, Assumptions, and Parameter Estimates
The Bivariate Linear Regression Model: Sampling Distributions and Estimator Properties
The Bivariate Linear Regression Model: Inference on �
The Bivariate Regression Model: R<sup>2</sup> and Prediction
The Multiple Regression Model
Diagnostically Checking and Respecifying the Multiple Regression Model: Dealing with Potential Outliers and Heteroscedasticity in the Cross-Sectional Data Case
Stochastic Regressors and Endogeneity
Instrumental Variables Estimation
Diagnostically Checking and Respecifying the Multiple Regression Model: The Time-Series Data Case (Part A)
Diagnostically Checking and Respecifying the Multiple Regression Model: The Time-Series Data Case (Part B)
Additional Topics in Regression Analysis
Regression Modeling with Panel Data (Part A)
Regression Modeling with Panel Data (Part B)
A Concise Introduction to Time-Series Analysis and Forecasting (Part A)
A Concise Introduction to Time-Series Analysis and Forecasting (Part B)
Parameter Estimation Beyond Curve-Fitting: MLE (With an Application to Binary-Choice Models) and GMM (With an Application to IV Regression)
Concluding Comments
Mathematics Review
Index

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