Principles of Econometrics

ISBN-13: 9781119510567 / Angielski / Miękka / 2018 / 904 str.

R. Carter Hill

Spis treści

PREFACELIST OF EXAMPLES1 An Introduction to EconometricsProbability Primer2 The Simple Linear Regression Model3 Interval Estimation and Hypothesis Testing4 Prediction, Goodness-of-Fit, and Modeling Issues5 The Multiple Regression Model6 Further Inference in the Multiple Regression Model7 Using Indicator Variables8 Heteroskedasticity9 Regression with Time-Series Data: Stationary Variables10 Endogenous Regressors and Moment-Based Estimation11 Simultaneous Equations Models12 Regression with Time-Series Data: Nonstationary Variables13 Vector Error Correction and Vector Autoregressive Models14 Time-Varying Volatility and ARCH Models15 Panel Data Models16 Qualitative and Limited Dependent Variable ModelsAPPENDIX A Mathematical ToolsAPPENDIX B Probability ConceptsAPPENDIX C Review of Statistical InferenceAPPENDIXD Statistical TablesINDEX