Introduction to econometrics /
| Auteur principal: | |
|---|---|
| Autres auteurs: | |
| Format: | Livre |
| Langue: | Inglés |
| Publié: |
Chichester [Inglaterra] :
John Wiley,
2009.
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| Édition: | 4th ed. |
| Sujets: |
Table des matières:
- 1. What is econometrics?
- 2. Statistical background and matrix algebra.
- 3. Simple regression.
- 4. Multiple regression.
- 5. Heteroskedasticity.
- 6. Autocorrelation.
- 7. Multicollinearity.
- 8. Dummy variables and truncated variables.
- 9. Simultaneous equation models.
- 10. Diagnostic checking, models selection, and specification testing.
- 11. Error in variables.
- 12. Introduction to time-series analysis.
- 13. Models of expectations and distributed lags.
- 14. Vector autoregression, unit roots, and cointegration.
- 15. Panel data analysis.
- 16. Small-sample inference: resampling methods.