000 01136cam a2200337 a 4500
999 _c36120
_d36120
020 _a9780199650507
082 0 4 _a330.015195 C4663 E
_b102727
100 1 _aChristopher Dougherty.
245 1 0 _aIntroduction to Econometrics /
250 _a4th ed.
260 _aNew Delhi :
_bOxford University Press,
_c2011.
300 _a 573
_bill. ;
_c25 cm.
500 _aIntroduction 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.
505 _aIntroduction 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
650 0 _aEconometrics.
942 _cBK