Essentials of Econometrics
Published on 1. January 1992
Book
Hardback
480 pages
978-0-07-025194-6 (ISBN)
Description
An introduction to econometrics and its applications. The text emphasizes the intuition behind econometric analysis and contains examples from economics, finance, marketing and management to explain concepts.
More details
Language
English
Place of publication
New York
United States
Publishing group
McGraw-Hill Education - Europe
Target group
College/higher education
Weight
795 gr
ISBN-13
978-0-07-025194-6 (9780070251946)
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Schweitzer Classification
Person
Content
The nature and scope of econometrics; a review of basic statistical concepts; some important probability distributions; statistical inference; linear regression - basic ideas; the two-variable regression models; multiple regression; functional forms of regression models; regression on dummy explanatory variables; multicollinearity; heteroscedasticity; autocorrelation; model selection - criteria and tests; selected topics in single equation regression models.