Authors: A.H. Studenmund
ISBN-13: 9780131367739, ISBN-10: 0131367730
Format: Hardcover
Publisher: Prentice Hall
Date Published: January 2010
Edition: 6th Edition
Using Econometrics: A Practical Guide provides students with a practical introduction that combines single-equation linear regression analysis with real-world examples and exercises.
An Overview of Regression Analysis; Ordinary Least Squares; Learning to Use Regression Analysis; The Classical Model; Hypothesis Testing; Specification: Choosing the Independent Variables; Specification: Choosing a Functional Form; Multicollinearity; Serial Correlation; Heteroskedasticity; Running Your Own Regression Project; Time-Series Models; Dummy Dependent Variable Techniques; Simultaneous Equations; Forecasting; Experimental and Panel Data; Statistical Principles
For readers interested in understanding econometrics.
Preface | ||
1 | An Overview of Regression Analysis | 1 |
2 | Ordinary Least Squares | 31 |
3 | Learning to Use Regression Analysis | 61 |
4 | The Classical Model | 94 |
5 | Basic Statistics and Hypothesis Testing | 125 |
6 | Specification: Choosing the Independent Variables | 176 |
7 | Specification: Choosing a Functional Form | 215 |
8 | Multicollinearity | 257 |
9 | Serial Correlation | 327 |
10 | Heteroskedasticity | 365 |
11 | A Regression User's Handbook | 407 |
12 | Distributed Lag Models | 480 |
13 | Dummy Dependent Variable Techniques | 510 |
14 | Simultaneous Equations | 535 |
15 | Forecasting | 573 |
Appendix A: Answers to Even-Numbered Exercises | 601 | |
Appendix B: Statistical Tables | 635 | |
Index | 651 |