Econometrics and Data Analysis for Developing Countries

ISBN-13: 9780415094009 / Angielski / Miękka / 1997 / 520 str.

Chandan Mukherjee; Howard White; Marc Wuyts

Opis

Features include teaching regression by example using data drawn from actual development experiences and extensive use of regression graphics as a complementary diagnostic tool of applied regression.

Spis treści

Preface. Data Theory in Development Research. Variables and Their Distributions. Part I Regression and Data Analysis. Simple Regression with Graphics. Curve Fitting. Multiple Regression with Graphics. Misspecification with Multiple Regression. Part II Working with Data: Cross Section and Time Series Analysis. Cross Section Analysis: the Problem of Heteroscedasticity. Working with Categorical Variables. Modelling Time Series. Autocorrelation and Misspecification. Part III Modelling Simultaneous Systems. Introduction to Simultaneous Models. Identification and Estimation. Carrying out Econometric Research.

O autorze

Chandan Mukherjee, Howard White, Marc Wuyts