Using Excel for Principles of Econometrics

ISBN-13: 9781118032107 / Angielski / Miękka / 2012 / 484 str.

R. Carter Hill; William E. Griffiths; Guay C. Lim

Spis treści

1. Introduction to Excel 1

2. The Simple Linear Regression Model 19

3. Interval Estimation and Hypothesis Testing 67

4. Prediction, Goodness–of–Fit and Modeling Issues 95

5. The Multiple Linear Regression 143

6. Further Inference in the Multiple Regression Model 154

7. Using Indicator Variables 180

8. Heteroskedasticity 204

9. Regression with Time Series Data: Stationary Variables 228

10. Random Regressors and Moment–Based Estimation 262

11. Simultaneous Equations Models 278

12. Nonstationary Time–Series Data and Cointegration 294

13. Vector Error Correction and Vector Autoregressive Models 310

14. Time–Varying Volatility and ARCH Models 328

15. Panel Data Models 355

16. Qualitative and Limited Dependent Variable Models 391

A. Mathematical Tools 402

B. Review of Probability Concepts 416

C. Review of Statistical Inference 431

Index 466