Undergraduate Econometrics

ISBN-10: 0471331848

ISBN-13: 9780471331841

Edition: 2nd 2001 (Revised)

List price: $187.95
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Description: This text emphasizes motivation, understanding, and implementation. By using an intuitive approach, readers are shown how economic data is used with economic and statistical models as a basis.

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Book details

List price: $187.95
Edition: 2nd
Copyright year: 2001
Publisher: John Wiley & Sons, Incorporated
Publication date: 11/9/2000
Binding: Hardcover
Pages: 424
Size: 7.25" wide x 10.00" long x 1.00" tall
Weight: 1.936
Language: English

Preface
An Introduction to Econometrics
Some Basic Probability Concepts
The Simple Linear Regression Model: Specification and Estimation
Properties of the Least Squares Estimators
Inference in the Simple Regression Model: Interval Estimation, Hypothesis Testing, and Prediction
The Simple Linear Regression Model: Reporting the Results and Choosing the Functional Form
The Multiple Regression Model
Further Inference in the Multiple Regression Model
Dummy (Binary) Variables
Nonlinear Models
Heteroskedasticity
Autocorrelation
Random Regressors and Moment Based Estimation
Simultaneous Equations Models
Distributed Lag Models
Regression with Time Series Data
Pooling Time-Series and Cross-Sectional Data
Qualitative and Limited Dependent Variable Models
Writing an Empirical Research Report, and Sources of Economic Data
Statistical Tables
Index
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