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A Guide To Econometrics

A Guide To Econometrics

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  • ISBN:9781405115025
  • Editorial: Blackwell Publishers
  • Fecha de la edición:
  • Número de la edición: 5
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  • Dimensiones: 0 cm x 0 cm
  • Nº Pág.:623
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A Guide to Econometrics has established itself as the first-choice text for teachers and students throughout the world who require an intuitive introduction to the subject without the notation and technical detail that characterize most textbooks. This overview has enabled students to make sense more easily of what instructors are doing when they produce proofs, theorems and formulas.

1. Introduction. 2. Criteria for Estimators. 3. The Classical Linear Regression Model. 4. Interval Estimation and Hypothesis Testing. 5. Specification.
6. Violating Assumption One: Wrong Regressors. 7. Nonlinearities, and Parameter Inconstancy. 8. Violating Assumption Two: Nonzero Expected.
9. Disturbance. 10. Violating Assumption Three: Nonspherical Disturbances. 11. Violating Assumption Four: Measurement Errors and Autoregression. 12. Violating Assumption Four: Simultaneous Equations. 13. Violating Assumption Five: Multicollinearity. 14. Incorporating Extraneous Information. 15. The Bayesian Approach. 16. Dummy Variables. 17. Qualitative Dependent variables. 18. Limited Dependent Variables. 19. Panel Data. 20. Time Series Econometrics. 21. Forecasting. 22. Robust Estimation. 23. Applied Econometrics.

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