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Description of Essentials of Econometrics

A user-friendly introduction to econometric theory and techniques, especially linear regression analysis. Extensive examples, careful explanations, and a wide variety of problem material enable students to understand the econometric techniques. Includes disk.

Title Information

ISBN:

9780071225410

Pages:

466 pages

Format:

Paperback

Product Code:

16554

Publisher:

McGraw-Hill Higher Education

Published:

01/03/1999

Edition:

2nd Revised edition

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Contents of Essentials of Econometrics

Preface

1. The Nature and Scope of Econometrics

PART I: Basics of Probability and Statistics

2. A Review of the Basic Statistical Concepts

3. Some Important Probability Distributions

4. Statistical Inference: Estimation and Hypothesis Testing


PART II: The Linear Regression Model

5. Basic Ideas of Linear Regression: The Two-Variable Model

6. The Two-Variable Model-Hypothesis Testing

7. Multiple Regression: Estimation and Hypothesis Testing

8. Functional Forms of Regression Models

9. Regression on Dummy Explanatory Variables


PART III: Regression Analysis in Practice

10. Multicollinearity: What Happens if Explanatory Variables are Correlated

11. Heteroscedasticity: What Happens if the Error Variance is Nonconstant

12. Autocorrelation: What Happens if Error Terms are Correlated

13. Model Selection: Criteria and Tests

14. Selected Topics in Single Equation Regression Models


PART IV: Introduction to Simultaneous Equation Models

15. Simultaneous Equation Models


Appendix A: Statistical Tables
Answers to Selected Problems
Selected Bibliography

Indices
Name Index
Subject Index