Introductory econometrics a modern approach
Includes bibliographical references (pages 750-755) and index.; The nature of econometrics and economic date -- Regression analysis with cross-sectional data. The simple regression model ; Multiple regression analysis : estimation ; Multiple regre4ssion analysis : inference ; Multiple regression ana...
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| 格式: | 圖書 |
| 語言: | Undetermined |
| 出版: |
Boston
Cengage
2016
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| 主題: | |
| 在線閱讀: | http://lrc.tdmu.edu.vn/opac/search/detail.asp?aID=2&ID=30899 |
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| Thư viện lưu trữ: | Trung tâm Học liệu Trường Đại học Thủ Dầu Một |
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| 總結: | Includes bibliographical references (pages 750-755) and index.; The nature of econometrics and economic date -- Regression analysis with cross-sectional data. The simple regression model ; Multiple regression analysis : estimation ; Multiple regre4ssion analysis : inference ; Multiple regression analysis : OLS asymptotics ; Multiple regression : further issues ; Multiple regression analysis with qualitative information : binary (or dummy) variables ; Heteroskedasticity ; More on specification and data issues -- Regression analysis with time series data. Basic regression analysis with time series data ; Further issues in using OLS with time series data ; Serial correlation and heteroskedasticity in time series regressions -- Advances topics. Pooling cross sections across time : simple panel data methods ; Advanced panel data methods ; Instrumental variables estimation and two stage least squares ; Simultaneous equations models ; Limited dependent variable models and sample selection corrections ; Advanced time series topics ; Carrying out an empirical project ; Appendix A. Basic mathematical tools -- Appendix B. Fundamentals of probability -- Appendix C. Fundamentals of mathematical statistics -- Appendix D. Summary of matrix algebra -- Appendix E. The linear regression model in matrix form -- Appendix F. Answers to chapter questions -- Appendix G. Statistical tables. |
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| 實物描述: | xxi, 789 pages |