ISBN 13 : 978-1119510567

Contents :
1. An Introduction to Econometrics
Probability Primer
2. The Simple Linear Regression Model
3. Interval Estimation and Hypothesis Testing
4. Prediction, Goodness-of-Fit, and Modeling Issues
5. The Multiple Regression Model
6. Further Inference in the Multiple Regression Model
7. Using Indicator Variables
8. Heteroskedasticity
9. Regression with Time-Series Data: Stationary Variables
10. Endogenous Regressors and Moment-Based Estimation
11. Simultaneous Equations Models
12. Regression with Time-Series Data: Nonstationary Variables
13. Vector Error Correction and Vector Autoregressive Models
14. Time-Varying Volatility and ARCH Models
15. Panel Data Models
16. Qualitative and Limited Dependent Variable Models

APPENDIX A Mathematical Tools
APPENDIX B Probability Concepts
APPENDIX C Review of Statistical Inference
APPENDIXD Statistical Tables
INDEX

Nbre volumes : 0

Language : English

Print : 5ème

Place of publishing : TORONTO

Location : Nice Library

Material : Paper

Statement : Présent

Owner : Bibliothèque