Introduction to Econometrics (4th Revised edition)

Introduction to Econometrics (4th Revised edition)

By: Christopher Dougherty (author)Paperback

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Description

Introduction to Econometrics provides students with clear and simple mathematics notation and step-by step explanations of mathematical proofs to give them a thorough understanding of the subject. Extensive exercises are incorporated throughout to encourage students to apply the techniques and build confidence. This new edition has been thoroughly revised in line with market feedback. Retaining its student-friendly approach, Introduction to Econometrics has a comprehensive revision guide to all the essential statistical concepts needed to study econometrics, more Monte Carlo simulations than before and new summaries and non-technical introductions to more advanced topics at the end of chapters. Online Resource Centre For lecturers: - Instructor manuals for the text and data sets, detailing the exercises and their solutions - PowerPoint slides For students: - Data sets - Study guide - Software manual - PowerPoint slides with explanations - Contact the author

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About Author

Dr Christopher Dougherty is a Senior Lecturer in Economics at the London School of Economics.

Contents

1. Simple regression analysis ; 2. Properties of regression coefficients and hypothesis testing ; 3. Multiple regression analysis ; 4. Transformation of variables ; 5. Dummy variables ; 6. Specification regression variables: a preliinary skirmish ; 7. Heteroscedasticity ; 8. Stochastic regressors and measurement errors ; 9. Simultaneous equations estimation ; 10. Binary choice models and maximum likelihood Estimation ; 11. Models using time series data ; 12. Autocorrelation ; 13. Introduction to nonstationary time series ; 14. Introduction to panel data models

Product Details

  • publication date: 03/03/2011
  • ISBN13: 9780199567089
  • Format: Paperback
  • Number Of Pages: 592
  • ID: 9780199567089
  • weight: 996
  • ISBN10: 0199567085
  • edition: 4th Revised edition

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