Introduction to Econometrics /
- 4th ed.
- New Delhi : Oxford University Press, 2011.
- 573 ill. ; 25 cm.
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