Cover image for Statistics and econometrics : methods and applications
Title:
Statistics and econometrics : methods and applications
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Publication Information:
Hoboken, NJ : John Wiley & Sons, 2003
ISBN:
9780470009451

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30000010135796 HA29 A83 2003 Open Access Book Book
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Summary

Summary

Every major econometric method is illustrated by a persuasive, real life example applied to real data.
* Explores subjects such as sample design, which are critical to practical application econometrics.


Table of Contents

1 Introduction to Econometrics
2 Basic Probability
3 Random Variables and Probability Distributions
4 Mathematics and Expectations
5 Multivariate Distributions
6 Sampling and Sampling Distributions
7 Estimation
8 Interval Estimation and Hypothesis Testing
9 Simple Linear Regression
10 Inference in Simple Linear Regression
11 Multiple Regression
12 Extending the Multiple Regression Model
13 Specification Error, Multicollinearity, and Measurement
14 Heteroskedascity and Serial Correlation
15 Simultaneos Equations
16 Dummy Dependent Variable
17 Analysis of Time Series Data
18 Panel Data Models