Econometrics by example /
| Autor principal: | |
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| Formato: | Libro |
| Idioma: | Inglés |
| Publicado: |
New York :
Palgrave Macmillan,
2011.
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| Materias: |
Tabla de Contenidos:
- 1. The linear regression model: an overview.
- 2. Functional forms of regression models.
- 3. Qualitative explanatory variables regression models.
- 4. Regression diagnostic I: multicollinearity.
- 5. Regression diagnostic II: heteroscedasticity.
- 6. Regression diagnostic III: autocorrelation.
- 7. Regression diagnostic IV: model specification errors.
- 8. The logit and probit models.
- 9. Multinomial regression models.
- 10. Ordinal regression models.
- 11. Limited dependent variable regression models.
- 12. Modeling count data: the poisson and negative binominal regression models.
- 13. Stationary and nonstationary time series.
- 14. Cointegration and error correction models.
- 15. Asset price volatility: the arch and garch models.
- 16. Economic forecasting.
- 17. Panel data regression models.
- 18. Survival analysis.
- 19. Stochastic regressors and the method of instrumental variables.