Cover Image

Undergraduate econometrics

This book explores econometrics using an intuitive approach that begins with an economic model. It emphasizes motivation, understanding, and implementation and shows readers how economic data are used with economic and statistical models as a basis for estimating key economic parameters, testing eco...

Full description

Saved in:
Bibliographic Details
Main Authors: Hill, R. Carter (Author), Griffiths, William E. (Author), Judge, George G. (Author)
Format: Book
Language:English
Published: New York John Wiley & Sons, Inc. 2001
Edition:Second edition
Subjects:
Econometrics
Tags: Add Tag
No Tags, Be the first to tag this record!
Table of Contents:
  • An Introduction to Econometrics
  • Some Basic Probability Concepts
  • The Simple Linear Regression Model: Specification and Estimation
  • Properties of the Least Squares Estimators
  • Inference in the Simple Regression Model: Interval Estimation, Hypothesis Testing, and Prediction
  • The Simple Linear Regression Model: Reporting the Results and Choosing the Functional Form
  • The Multiple Regression Model
  • Further Inference in the Multiple Regression Model
  • Dummy (Binary) Variables
  • Nonlinear Models
  • Heteroskedasticity
  • Autocorrelation
  • Random Regressors and Moment Based Estimation
  • Simultaneous Equations Models
  • Distributed Lag Models
  • Regression with Time Series Data
  • Pooling Time-Series and Cross-Sectional Data
  • Qualitative and Limited Dependent Variable Models
  • Writing an Empirical Research Report, and Sources of Economic Data.

Similar Items