Introduction to Econometrics
Seiten
2002
|
2nd Revised edition
Oxford University Press (Verlag)
978-0-19-877643-7 (ISBN)
Oxford University Press (Verlag)
978-0-19-877643-7 (ISBN)
- Titel ist leider vergriffen;
keine Neuauflage - Artikel merken
Econometrics, the application of statistical principles to the quantification of economic models, is a compulsory component of European economics degrees. This text provides an introduction to this topic for students. It offers the student an analytical and an intuitive understanding of the classical linear regression model.
Econometrics, the application of statistical principles to the quantification of economic models, is a compulsory component of European economics degrees. This text provides an introduction to this complex topic for students who are not outstandingly proficient in mathematics. It does this by providing the student with an analytical and an intuitive understanding of the classical linear regression model. Mathematical notation is kept simple and step-by-step verbal explanations of mathematical proofs are provided to facilitate a full understanding of the subject. The text also contains a large number of practical exercises for students to follow up and practice what they have learnt. Originally published in the USA, this new edition has been substantially updated and revised with the inclusion of new material on specification tests, binary choice models, tobit analysis, sample selection bias, nonstationary time series, and unit root tests and basic cointegration.The new edition is also acompanied by a website with Powerpoint slideshows giving a parallel graphical treatment of topics treated in the book, cross-section and time series data sets, manuals for practical exercises, and lecture note extending the text.
Econometrics, the application of statistical principles to the quantification of economic models, is a compulsory component of European economics degrees. This text provides an introduction to this complex topic for students who are not outstandingly proficient in mathematics. It does this by providing the student with an analytical and an intuitive understanding of the classical linear regression model. Mathematical notation is kept simple and step-by-step verbal explanations of mathematical proofs are provided to facilitate a full understanding of the subject. The text also contains a large number of practical exercises for students to follow up and practice what they have learnt. Originally published in the USA, this new edition has been substantially updated and revised with the inclusion of new material on specification tests, binary choice models, tobit analysis, sample selection bias, nonstationary time series, and unit root tests and basic cointegration.The new edition is also acompanied by a website with Powerpoint slideshows giving a parallel graphical treatment of topics treated in the book, cross-section and time series data sets, manuals for practical exercises, and lecture note extending the text.
1. Covariance, Variance, and Correlation; 2. Simple Regression Analysis; 3. Properties of the Regression Coefficients; 4. Multiple Regression Analysis; 5. Transformation of Variables; 6. Dummy Variables; 7. Specification of Regression Variables; 8. Heterodasticity; 9. Stochastic Regressors and Measurement Errors; 10. Simultaneous Equations Estimation; 11. Binary Choice Models and Maximum Likelihood Estimation; 12. Models Using Time Series Data; 13. Autocorrelation; 14. Introduction to Nonstationary Time Series
Erscheint lt. Verlag | 1.5.2002 |
---|---|
Zusatzinfo | numerous tables and figures |
Verlagsort | Oxford |
Sprache | englisch |
Themenwelt | Wirtschaft ► Allgemeines / Lexika |
Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie | |
ISBN-10 | 0-19-877643-8 / 0198776438 |
ISBN-13 | 978-0-19-877643-7 / 9780198776437 |
Zustand | Neuware |
Haben Sie eine Frage zum Produkt? |
Mehr entdecken
aus dem Bereich
aus dem Bereich
mit Aufgaben, Klausuren und Lösungen
Buch | Softcover (2023)
UTB (Verlag)
24,90 €
Set aus Lehr- und Arbeitsbuch
Buch | Softcover (2022)
De Gruyter Oldenbourg (Verlag)
35,95 €
Buch | Softcover (2024)
Vahlen, Franz (Verlag)
44,90 €