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Econometrics A Modern Introduction

ISBN-10: 0321113616

ISBN-13: 9780321113610

Edition: 2006

Authors: Michael P. Murray

List price: $124.40
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Description:

"Econometrics: A Modern Introduction" conditions students to "think like econometricians" right from the start by opening with a unique Monte Carlo exercise, and connects econometrics to economic theory through a series of exemplary econometric analyses presented throughout the text. Students learn to critically evaluate economic conclusions through the use of original data and compelling topics such as discrimination, demand for cocaine, capital punishment, and infant mortality.
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Book details

List price: $124.40
Copyright year: 2006
Publisher: Addison Wesley
Publication date: 8/4/2005
Binding: Paperback
Pages: 976
Size: 7.75" wide x 9.25" long x 1.50" tall
Weight: 3.872
Language: English

Overview
What is Econometrics?
Choosing Estimators: Intuition and Monte Carlo Methods
Linear Estimators and the Gauss-Markov Theorem
BlueEstimators for the Slope and Intercept of a Straight Line
Residuals
Multiple Regression
Testing Single Hypotheses in Regression Models
Superfluous and Omitted Variables, Multicollinearityand Binary Variables
Testing Multiple Hypotheses
Heteroskedastic Disturbances
AutoregressiveDisturbances
Large Sample Properties Of Estimators: Consistencyand Asymptotic Efficiency
Instrumental Variables Estimation
Systems of Equations
Randomized Experimentsand Natural Experiments
Analyzing Panel Data
Forecasting
Stochastically Trending Variables
Logit and Probit Models: Truncated and Censored Samples Statistical
Appendix
Using Calculus And Algebra For The Simplest Case: N = 3
LOCAL AVERAGE TREATMENT EFFECTS
Generalized Method Of Moments Estimators And Identification
Maximum Likelihood Estimation
Estimators For Systems Of Equations
Multiple Cointegrating Relationships
Log-Odds And Logit Models: Using Grouped Data
Multinomial Models