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Undergraduate Econometrics, 2nd Edition
R. Carter Hill,
Louisiana State Univ.
William E. Griffiths,
Univ. of New England
George G. Judge,
Univ. of California at Berkeley
ISBN: 978-0-471-33184-1
©2001
424 pages
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Table of Contents
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- An Introduction to Econometrics
- Some Basic Probability Concepts
- The Simple Linear Regression Model: Specification and Estimation
- Properties of the Least Squares Estimators
- Inference in the Simple Regression Model: Interval Estimation, Hypothesis Testing, and Prediction
- The Simple Linear Regression Model: Reporting the Results and Choosing the Functional Form
- The Multiple Regression Model
- Further Inference in the Multiple Regression Model
- Dummy (Binary) Variables
- Nonlinear Models
- Heteroskedasticity
- Autocorrelation
- Random Regressors and Moment Based Estimation
- Simultaneous Equations
- Distributed Lag Models
- Regression with Time Series Data
- Pooling Time-Series and Cross-Sectional Data
- Qualitative and Limited Dependent Variable Models
- Writing and Empirical Research Report, and Sources of Economic Data
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