Introductory Econometrics with Applications
5th Edition
Published on 15. March 2005
Book
Hardback
704 pages
978-0-03-034342-1 (ISBN)
Description
Offers an ideal combination of econometric theory and hands-on practical training for undergraduate and graduate courses. The author's ambition is to provide realistic applications without sacrificing theoretical underpinnings. He uses a logical step-by-step approach to walk readers through numerous real-world examples of model specification, estimation, and hypothesis testing. The book also succeeds at being self-contained. By including background information on mathematics, probability, statistics, and software applications, readers have all the information they need in one place.
More details
Edition
5th Revised edition
Language
English
Place of publication
Mason, OH
United States
Publishing group
Cengage Learning, Inc
Target group
College/higher education
Professional and scholarly
Edition type
Revised edition
Dimensions
Height: 236 mm
Width: 193 mm
Thickness: 30 mm
Weight
1285 gr
ISBN-13
978-0-03-034342-1 (9780030343421)
Copyright in bibliographic data is held by Nielsen Book Services Limited or its licensors: all rights reserved.
Schweitzer Classification
Other editions
New editions
Ramu Ramanathan
Introductory Econometric
Book
05/2002
5th Edition
South-Western
€144.32
Article is exhausted; no reprint
Content
PART I. BACKGROUND. 1. Introduction. 2. Review of Probability and Statistics. PART II. BASICS. 3. The Simple Linear Regression Model. 4. Multiple Regression Models. 5. Multicollinearity. PART III. EXTENSIONS. 6. Choosing Functional Forms and Testing for Model Specification. 7. Qualitative (or Dummy) Independent Variables. PART IV. SOME SPECIAL ISSUES WITH CROSS-SECTION AND TIME SERIES DATA. 8. Heteroscedasticity. 9. Serial Correlation. 10. Distributed Lag Models. PART V. SPECIAL TOPICS. 11. Forecasting. 12. Qualitative and Limited Dependent Variables. 13. Simultaneous Equation Models. PART VI. PRACTICE. 14. Carrying out an Empirical Project.