Econometrics
Published on 1. April 2004
Book
Mixed media product
576 pages
978-0-07-111396-0 (ISBN)
Description
Stephen Schmidt is a superb and dedicated professor at a very good, liberal arts college, (Union in Schenectady, NY). After obtaining a Ph.D. in Economics from Stanford University and teaching for 8 years, he has now written the book he has always wanted to write and use - an econometrics book that excites and motivates students about the value of statistical analysis in economics and gives them all of the tools they will need to do this analysis themselves. The goal of this book is to show students that econometric analysis is the bridge that connects economic theory with economic policy.
More details
Language
English
Place of publication
London
United States
Publishing group
McGraw-Hill Education - Europe
Dimensions
Height: 231 mm
Width: 185 mm
Thickness: 16 mm
Weight
666 gr
ISBN-13
978-0-07-111396-0 (9780071113960)
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Schweitzer Classification
Content
Part 1: Econometric Analysis Chapter 1 Introduction Chapter 2 Designing an econometric project Part 2: Probability and Statistics Chapter 3 Random variables Chapter 4 Estimation Chapter 5 Hypothesis testing Part 3: Linear Regression Chapter 6 Least Squares Regression Chapter 7 Properties of the least squares estimator Chapter 8 Multivariate regression Part 4: Topics in Linear Regression Chapter 9 Selecting a Functional Form Chapter 10 Determining the econometric specification Chapter 11 Instability of the regression equation Part 5: Violations of the Regression Model Chapter 12 Autocorrelation Chapter 13 Heteroskedasticity Chapter 14 Estimating multiple equations Part 6: Advanced Topics Chapter 15 Endogenous variables Chapter 16 Forecasting Chapter 17 Time series analysis Chapter 18 Nonlinear models Chapter 19 Dummy dependent variables Chapter 20 General discrete choice models