Undergraduate Econometrics

Name: Undergraduate Econometrics
Price: 119.64 USD
Availability: InStock
ISBN: 9780471331841

ISBN-10: 0471331848

ISBN-13: 9780471331841

Edition: 2nd 2001 (Revised)

Authors: R. Carter Hill, William E. Griffiths, George G. Judge

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.

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