Title : | Introduction to econometrics |
Material Type: | printed text |
Authors: | Christopher Dougherty, Author |
Edition statement: | 5 |
Publisher: | Oxford : Oxford University Press, |
Publication Date: | 2016 |
Pagination: | xvii, 590 p. |
Layout: | ill. |
Size: | 25 cm |
ISBN (or other code): | 978-0-19-967682-8 |
General note: | Includes bibliographical references |
Languages : | English (eng) Original Language : English (eng) |
Descriptors: | Econometrics
|
Class number: | 330 |
Abstract: | “Intruduction to econometrics"-the most accessible econometrics text focusing on only essential maths. Keeping maths to a minimum, this book provides a non-technical introduction to econometrics, making it the perfect companion for anyone new to the subject. A revision chapter at the beginning of the book gives you the opportunity to brush up on statistics, whilst diagrams have been included wherever possible to ensure clarity of explanation. Packed with plenty of examples and regression exercises, including 50 on the same data set, Introduction to Econometrics gives you lots of hands-on experience and ensures that you hone the skills needed to successfully fit models given suitable data. Whatever your level of experience, this book will develop your confidence in econometrics, providing a launch pad for further study and equipping you with the tools to answer economic questions. New to this edition:
- Additional exercises included at the end of each chapter
- Opening outlines have been added to the start of each chapter to further enhance clarity and accessibility.
- Any non-essential equations have been stripped out stripped out to ensure that the text is accessible to those with a limited background in mathematics.
- In the latter chapters short sections have been included with introduce the meaning and application of more advanced topics.
- Further information sources have been included to help you develop your learning independently. |
Contents note: | Introduction; Review: Random variables, Sampling, Estimation and Inference; Simple Regression Analysis; Properties of the Regression Coefficients and Hypothesis Testing; Multiple Regression Analysis; Nonlinear models and transformations of variables; Dummy Variables; Specification of regression variables; Heteroskedasticity; Stochastic regressors and measurement errors; Simultaneous equations estimation; Binary choice and limited dependent variable models and maximum likelihood estimation; Models using time series data; Autocorrelation; Introduction to nonstationary time series; Introduction to panel data models; Appendix A: Statistical tables; Appendix B: Data sets; Bibliography;
Author index; Subject index; |
Record link: | https://library.seeu.edu.mk/index.php?lvl=notice_display&id=17464 |