| Title : | Introduction to Econometrics |
| Material Type: | printed text |
| Authors: | Christopher Dougherty, Author |
| Edition statement: | 3rd edition |
| Publisher: | Oxford [UK] : Oxford University Press |
| Publication Date: | 2007 |
| Pagination: | xiii, 464 p. |
| Layout: | ill. |
| Size: | 25 cm |
| ISBN (or other code): | 978-0-19-928096-4 |
| General note: | Includes index
Includes bibliographical references ([451]-453) |
| Languages : | English (eng) Original Language : English (eng) |
| Descriptors: | Econometrics
|
| Class number: | 330.01 |
| Abstract: | Introduction to Econometrics provides an introduction to econometrics using analytical and intuitive methods of the classical linear regression model. Mathematical notation is kept simple and step-by-step explanations of mathematical proofs are provided to facilitate learning. The text also provided to facilitate learning. The text also contains a large number of practical exercises, enabling students to practice what they have learned.
This new edition has been substantially updated and revised with the inclusion of new material on specification tests, binary choice models, tobit analysis, sample selection bias, nonstationary time series, and unit root tests and basic cointegration. The new edition is also accompanied by a website with Powerpoint slideshows giving a parallel graphical treatment of topics treated in the book, cross-section and time series data sets, manuals for practical exercises, and lecture note extending the text. |
| Contents note: | Review: Random Variables, Sampling, and Estimation; Simple Regression Analysis; Properties of Regression Coefficients and Hypothesis Testing; Multiple Regression Analysis; Transformation of Variables; Dummy Variables; Specification Regression Variables : a Preliinary Skirmish; Heteroscedasticity; Stochastic Regressors and Measurement Errors; Simultaneous Equations Estimation; Binary Choice Models and Maximum Likelihood Estimation; Models Using Time Series Data; Autocorrelation; Introduction to Nonstationary Time Series; An Introduction to Panel Data Models |
| Record link: | https://library.seeu.edu.mk/index.php?lvl=notice_display&id=13330 |
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Introduction to Econometrics / Christopher Dougherty
