Introduction to Econometrics /
Material type:
- 9780199650507
- 330.015195 C4663 E 102727
Item type | Current library | Collection | Call number | Status | Barcode | |
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Ubhayabharati Management | Non-fiction | 330.015195 C4663 E 102727 (Browse shelf(Opens below)) | Available | 102727 |
Introduction to Econometrics provides students with clear and simple mathematics notation and step-by-step explanations of mathematical proofs, to give them a thorough understanding of the subject. Extensive exercises throughout build confidence by encouraging students to apply econometric techniques.
Retaining its student-friendly approach, Introduction to Econometrics has a comprehensive revision guide to all the essential statistical concepts needed to study econometrics, additional Monte Carlo simulations, new summaries, and non-technical introductions to more advanced topics at the end of chapters.
This book is supported by an Online Resource Centre, which includes:
For lecturers:
· Instructor's manual for the text and data sets, detailing the exercises and their solutions.
· Customizable PowerPoint slides.
For students:
· Data sets referred to in the book.
· A comprehensive study guide offers students the opportunity to gain experience with econometrics through practice with exercises.
· Software manual.
· PowerPoint slides with explanations.
Introduction
Review: Random Variables, Sampling, Estimation and Inference
1: Simple Regression Analysis
2: Properties of the Regression Coefficients and Hypothesis Testing
3: Multiple Regression Analysis
4: Nonlinear Models and Transformations of Variables
5: Dummy Variables
6: Specification of Regression Variables
7: Heteroskedasticity
8: Stochastic Regressors and Measurement Errors
9: Simultaneous Equations Estimation
10: Binary Choice and Limited Dependent Variable Models, and Maximum Likelihood Estimation
11: Models Using Time Series Data
12: Autocorrelation
13: Introduction to Nonstationary Time Series
14: Introduction to Panel Data Models
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