Commentaire :

ISBN 13 : 978-0071276078

Sommaire : Contents

Chapter 1 : The Nature and Scope of Econometrics

Part I : The Linear Regression Model

Chapter 2 : Basic Ideas of Linear Regression
Chapter 3 : The Two-Variable Model : Hypothesis Testing
Chapter 4 : Multiple Regression : Estimation and Hypothesis Testing
Chapter 5 : Functional Forms of Regression Models
Chapter 6 : Dummy Variable Regression Models

Part II : Regression Analysis in Practice
Chapter 7 : Model Selection : Criteria and Tests
Chapter 8 : Multicollinearity : What Happens if Explanatory Variables are Correlated ?
Chapter 9 : Heteroscedasticity : What Happens if the Error Variance is Nonconstant ?
Chapter 10 : What Happens if Error Terms are Correlated ?

Part II : Advanced Topics in Econometrics
Chapter 11 : Simultaneous Equation Models
Chapter 12 : Selected Topics in Single-Equation Regression Models

Appendices
Introduction : Basics of Probability and Statistics
Appendix A : Review of Statistics : Probability and Probability Distributions
Appendix B : Characteristics of Probability Distributions
Appendix C : Some Important Probability Distributions
Appendix D : Statistical Inference : Estimation and Hypothesis Testing
Appendix E : Statistical Tables
Appendix F : Computer Output of EViews, Minitab, Excel, and STATA

Langue : Anglais

Edition : 4ème

Illustration(s) : Schémas

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque