Introduction to Econometrics.
2011
573
331.23-DOUGH
ECONOMETRICS ; MATHEMATICAL STATISTICS ; PROBABILITIES ; SAMPLING ; DESCRIPTIVE STATISTICS
No. | Call n° | Bar code | Commentary | |
---|---|---|---|---|
1 | [available] |
ISBN 13 : 978-0199567089
Contents : Review: random variables, sampling, and estimation
1. Simple regression analysis
2. Properties of regression coefficients and hypothesis testing
3. Multiple regression analysis
4. Transformation of variables
5. Dummy variables
6. Specification regression variables: a preliinary skirmish
7. Heteroscedasticity
8. Stochastic regressors and measurement errors
9. Simultaneous equations estimation
10. Binary choice models and maximum likelihood Estimation
11. Models using time series data
12. Autocorrelation
13. Introduction to nonstationary time series
14. Introduction to panel data models
Language : English
Print : 4ème
Location : Nice Library
Material : Paper
Statement : Présent
Owner : Bibliothèque