Christopher Dougherty (Associate Professor in Economics at the Lond

Introduction to Econometrics

• Broschiertes Buch

Produktbeschreibung

Combining the rigour of econometric theory with an accessible style, Dougherty's step by step explanations and relevant practical exercises ensure students develop an intuitive understanding of econometrics, and gain hands-on experience of the tools used in economic and financial forecasting.

Produktdetails

• Verlag: OUP Oxford / Oxford University Press
• 5th Ed.
• Seitenzahl: 608
• Erscheinungstermin: April 2016
• Englisch
• Abmessung: 246mm x 189mm x 38mm
• Gewicht: 1184g
• ISBN-13: 9780199676828
• ISBN-10: 0199676828
• Artikelnr.: 42966836

Autorenporträt

Dr Christopher Dougherty is an Associate Professor in Economics at the London School of Economics.

Inhaltsangabe

Introduction
Review: Random Variables, Sampling, Estimation and Inference
1: Simple Regression Analysis
2: Properties of the Regression Coefficients and Hypothesis Testing
3: Multiple Regression Analysis
4: Nonlinear Models and Transformations of Variables
5: Dummy Variables
6: Specification of Regression Variables
7: Heteroskedasticity
8: Stochastic Regressors and Measurement Errors
9: Simultaneous Equations Estimation
10: Binary Choice and Limited Dependent Variable 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