Econometrics
This textbook teaches some of the basic econometric methods and the underlying assumptions behind them. It also includes a simple and concise treatment of more advanced topics in spatial correlation, panel data, limited dependent variables, regression diagnostics, specification testing and time seri...
Κύριος συγγραφέας: | |
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Συγγραφή απο Οργανισμό/Αρχή: | |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
2008.
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Έκδοση: | Fourth Edition. |
Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- I
- What Is Econometrics?
- Basic Statistical Concepts
- Simple Linear Regression
- Multiple Regression Analysis
- Violations of the Classical Assumptions
- Distributed Lags and Dynamic Models
- II
- The General Linear Model: The Basics
- Regression Diagnostics and Specification Tests
- Generalized Least Squares
- Seemingly Unrelated Regressions
- Simultaneous Equations Model
- Pooling Time-Series of Cross-Section Data
- Limited Dependent Variables
- Time-Series Analysis.