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eISBN : 0071395687

Contents : Contents

Chapter 1 Introduction
1.1 The Nature of Statistics
1.2 Statistics and Econometrics
1.3 The Methodology of Econometrics
Chapter 2 Descriptive Statistics
2.1 Frequency Distributions
2.2 Measures of Central Tendency
2.3 Measures of Dispersion
2.4 Shape of Frequency Distributions
Chapter 3 Probability and Probability Distributions
3.1 Probability of a Single Event
3.2 Probability of Multiple Events
3.3 Discrete Probability Distributions: The Binomial Distribution
3.4 The Poisson Distribution
3.5 Continuous Probability Distributions: The Normal Distribution
Chapter 4 Statistical Inference: Estimation
4.1 Sampling
4.2 Sampling Distribution of the Mean
4.3 Estimation Using the Normal Distribution
4.4 Confidence Intervals for the Mean Using the t Distribution
Chapter 5 Statistical Inference: Testing Hypotheses
5.1 Testing Hypotheses
5.2 Testing Hypotheses about the Population Mean and Proportion
5.3 Testing Hypotheses for Differences between Two Means or Proportions
5.4 Chi-Square Test of Goodness of Fit and Independence
5.5 Analysis of Variance
5.6 Nonparametric Testing
Statistics examination
Chapter 6 Simple Regression Analysis
6.1 The Two-Variable Linear Model
6.2 The Ordinary Least-Squares Method
6.3 Tests of Significance of Parameter Estimates
6.4 Test of Goodness of Fit and Correlation
6.5 Properties of Ordinary Least-Squares Estimators
Chapter 7 Multiple Regression Analysis
7.1 The Three-Variable Linear Model
7.2 Tests of Significance of Parameter Estimates
7.3 The Coefficient of Multiple Determination
7.4 Test of the Overall Significance of the Regression
7.5 Partial-Correlation Coefficients
7.6 Matrix Notation
Chapter 8 Further Techniques and Applications in Regression analysis
8.1 Functional Form
8.2 Dummy Variables
8.3 Distributed Lag Models
8.4 Forecasting
8.5 Binary Choice Models
8.6 Interpretation of Binary Choice Models
Chapter 9 Problems in Regression Analysis
9.1 Multicollinearity
9.2 Heteroscedasticity
9.3 Autocorrelation
9.4 Errors in Variables
Chapter 10 Simultaneous-Equations Methods
10.1 Simultaneous-Equations Models
10.2 Identification
10.3 Estimation: Indirect Least Squares
10.4 Estimation: Two-Stage Least Squares
Chapter 11 Time-Series Methods
11.1 ARMA
11.2 Identifying ARMA
11.3 Nonstationary Series
11.4 Testing for Unit Root
11.5 Cointegration and Error Correction
11.6 Causality
Chapter 12 Computer Applications in Econometrics
12.1 Data Formats
12.2 Microsoft Excel
12.3 Eviews
12.4 SAS
Econometrics examination
Appendix

Language : English

Print : 2ème

Location : Nice Library

Material : Electronic

Statement : Présent

Owner : Bibliothèque