Using Econometrics: A Practical Guide / Edition 3

Using Econometrics: A Practical Guide / Edition 3

by A. H. Studenmund
     
 

ISBN-10: 0673524868

ISBN-13: 9780673524867

Pub. Date: 01/07/1997

Publisher: Addison-Wesley

Product Details

ISBN-13:
9780673524867
Publisher:
Addison-Wesley
Publication date:
01/07/1997
Series:
The Addison-Wesley Series in Economics
Edition description:
Older Edition
Pages:
670
Product dimensions:
6.40(w) x 9.57(h) x 1.35(d)

Related Subjects

Table of Contents

I. THE BASIC REGRESSION MODEL.

1. An Overview of Regression Analysis.

2. Ordinary Least Squares.

3. Learning to Use Regression Analysis.

4. The Classical Model.

5. Hypothesis Testing.

II. VIOLATIONS OF THE CLASSICAL ASSUMPTIONS.

6. Specification: Choosing the Independent Variables.

7. Specification: Choosing a Functional Form.

8. Multicollinearity.

9. Serial Correlation.

10. Heteroskedasticity.

11. A Regression User's Handbook.

III. EXTENSIONS OF THE BASIC REGRESSION MODEL.

12. Time-Series Models.

13. Dummy Dependent Variable Techniques.

14. Simultaneous Equations.

15. Forecasting.

16. Statistical Principles.

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