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Using Econometrics: A Practical Guide » (6th Edition)

Book cover image of Using Econometrics: A Practical Guide by A.H. Studenmund

Authors: A.H. Studenmund
ISBN-13: 9780131367739, ISBN-10: 0131367730
Format: Hardcover
Publisher: Prentice Hall
Date Published: January 2010
Edition: 6th Edition

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Author Biography: A.H. Studenmund

Book Synopsis

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.

Table of Contents

Preface
1An Overview of Regression Analysis1
2Ordinary Least Squares31
3Learning to Use Regression Analysis61
4The Classical Model94
5Basic Statistics and Hypothesis Testing125
6Specification: Choosing the Independent Variables176
7Specification: Choosing a Functional Form215
8Multicollinearity257
9Serial Correlation327
10Heteroskedasticity365
11A Regression User's Handbook407
12Distributed Lag Models480
13Dummy Dependent Variable Techniques510
14Simultaneous Equations535
15Forecasting573
Appendix A: Answers to Even-Numbered Exercises601
Appendix B: Statistical Tables635
Index651

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