Cram 101 textbook outlines to accompany : Econometric theory and methods, Davidson and MacKinnon, 1st edition

• Main Authors: Davidson, Russell (Author, συγγραφέας.), MacKinnon, James G. (συγγραφέας.)
• Corporate Author: Academic Internet Publishers, Inc (εκδότης.)
• Format: Book
• Language: English
• Published: United States : Academic Internet Publishers, c2007.
• Series: Cram101 textbook outlines (Academic Internet Publishers)
• Subjects: Οικονομετρία

Table of Contents:

• Regression models
• The geometry of linear regression
• The statistical properties of ordinary least squares
• Hypothesis testing in linear regression models
• Confidence intervals
• Nonlinear regression
• Generalized least squares and related topics
• Instrumental variables estimation
• The generalized method of moments
• Basic concepts of maximum likehood
• Discrete and limited dependent variables
• Multivariate models
• Methods for stationary time-series data
• Unit roots and cointegration
• Testing the specificaiton of econometric models.