Economic Statistics and Econometrics / Edition 2

Economic Statistics and Econometrics / Edition 2

by Thad W. Mirer
ISBN-10:
0023818212
ISBN-13:
9780023818219
Pub. Date:
03/01/1988
Publisher:
Prentice Hall Professional Technical Reference

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Overview

Economic Statistics and Econometrics / Edition 2

Combines technique with application using real data sets. The core of the book (Chapters 1-13) covers the basic statistical concepts necessary for econometrics with an emphasis on regression analysis. Part V is a treatment of advanced econometrics theory.

Product Details

ISBN-13: 9780023818219
Publisher: Prentice Hall Professional Technical Reference
Publication date: 03/01/1988
Edition description: 2nd ed
Pages: 416

Table of Contents

1. Introduction.

I. DATA AND DESCRIPTION.

2. Economic Data.
3. Descriptive Statistics.
4. Frequency Distributions.

II. SPECIFICATION AND ESTIMATION OF REGRESSION MODELS.

5. Simple Regression: Theory.
6. Simple Regression: Application.
7. Multiple Regression: Theory and Application.

III. PROBABILITY DISTRIBUTIONS.

8. Probability Theory.
9. Random Variables and Probability Distributions.
10. The Normal and t Distributions.

IV. INFERENCE IN REGRESSION.

11. Sampling Theory in Regression.
12. Hypothesis Testing.
13. Estimation and Regression Problems.

V. TOPICS IN ECONOMETRICS.

14. F Tests and Dummy Variable Outcomes.
15. Heteroscedasticity and Autocorrelation.
16. Regression and Time Series.
17. Simultaneous-Equation Models.

VI. TOPICS IN STATISTICS.

18. Inference for the Mean and Variance.
19. Chi-Square Tests and Analysis of Variance.
Statistical Tables.
Answers to Selected Problems.
Bibliography.
Index.

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