Introduction to Econometrics

Christopher Dougherty

472 pages, parution le 15/12/2006 (3^eme édition)

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Résumé

New to this edition

New chapter on Panel data.
New material on alternative test approaches, Wald, Likelihood ratio.
Updating of the demand functions time series data set from 1994 to 2002.
More UK/European examples/data sets.

Additional theoretical end of chapter exercises.

Introduction to Econometrics provides students with a simple mathematics notation and step-by step explanations of mathematical proofs to facilitate a thorough understanding of the subject. Extensive exercises throughout encourage students to apply the techniques, thus gaining confidence in what they have learnt.

A complete teaching and learning package, this text is accompanied by an Online Resource Centre featuring resources for lectures and students such as a student guide, PowerPoint slides, instructors manual, additional exercises, and links to cross-section and time series data sets.

To reflect the student-friendly approach, the text design has been made even easier for students to learn from and the text is now in two colour.

There is also a new chapter on Panel Data.

Readership: Second or third year economics students doing the core course on Econometrics.

L'auteur - Christopher Dougherty

Christopher Dougherty, Senior Lecturer Economics Department, London School of Economics

Sommaire

Review: random variables, sampling, and estimation
Simple regression analysis
Properties of regression coefficients and hypothesis testing
Multiple regression analysis
Transformation of variables
Dummy variables
Specification regression variables: a preliinary skirmish
Heteroscedasticity
Stochastic regressors and measurement errors
Simultaneous Equations Estimation
Binary Choice Models and Maximum Likelihood Estimation
Models Using Time Series Data
Autocorrelation
Introduction to Nonstationary Time Series
An introduction to panel data maodels

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Oxford University Press
Auteur(s)	Christopher Dougherty
Parution	15/12/2006
Édition	3^eme édition
Nb. de pages	472
Format	19 x 24,5
Couverture	Broché
Poids	910g
Intérieur	Noir et Blanc
EAN13	9780199280964
ISBN13	978-0-19-928096-4