Appropriate for sophomore to senior-level courses in economic statistics and econometrics.
Designed for courses in economic statistics and introductory econometrics that aim to mix the development of technique with its application to real economic analysis. The text emphasizes formulating and interpreting regression models in economics, rather than on deriving and presenting technical material. It covers only those statistical topics that constitute a foundation for basic econometrics, and treats regression models in detail.
Auflage
Sprache
Verlagsort
Verlagsgruppe
Zielgruppe
Maße
Höhe: 240 mm
Breite: 160 mm
Dicke: 30 mm
Gewicht
ISBN-13
978-0-02-381831-8 (9780023818318)
Schweitzer Klassifikation
1. Introduction.
I. DATA AND DESCRIPTION.
2. Economic Data.
3. Descriptive Statistics.
4. Frequency Distributions.
II. SPECIFICATION AND ESTIMATION OF REGRESSION MODELS.
5. Simple Regression: Theory.
6. Simple Regression: Application.
7. Multiple Regression: Theory and Application.
III. PROBABILITY DISTRIBUTIONS.
8. Probability Theory.
9. Random Variables and Probability Distributions.
10. The Normal and t Distributions.
IV. INFERENCE IN REGRESSION.
11. Sampling Theory in Regression.
12. Hypothesis Testing.
13. Estimation and Regression Problems.
V. TOPICS IN ECONOMETRICS.
14. F Tests and Dummy Variable Outcomes.
15. Heteroscedasticity and Autocorrelation.
16. Regression and Time Series.
17. Simultaneous-Equation Models.
VI. TOPICS IN STATISTICS.
18. Inference for the Mean and Variance.
19. Chi-Square Tests and Analysis of Variance.
Statistical Tables.
Answers to Selected Problems.
Bibliography.
Index.