ISBN-10:
0199280967
ISBN-13:
9780199280964
Pub. Date:
03/30/2007
Publisher:
Oxford University Press, USA
Introduction to Econometrics / Edition 3

Introduction to Econometrics / Edition 3

by Christopher Dougherty

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Product Details

ISBN-13: 9780199280964
Publisher: Oxford University Press, USA
Publication date: 03/30/2007
Edition description: REV
Pages: 480
Product dimensions: 9.60(w) x 7.30(h) x 0.90(d)

About the Author

Christopher Dougherty, Associate Professor in Economics at the London School of Economics

Dr Christopher Dougherty is an Associate Professor in Economics at the London School of Economics.

Table of Contents

Introduction
Review: Random Variables, Sampling, and Estimation
1. Simple Regression Analysis
2. Properties of Regression Coefficients and Hypothesis Testing
3. Multiple Regression Analysis
4. Transformations of Variables
5. Dummy Variables
6. Specification of Regression Variables
7. Heteroscedasticity
8. Stochastic Regressors and Measurement Errors
9. Simultaneous Equations Estimation
10. Binary Choice Models and Maximum Likelihood Estimation
11. Models Using Time Series Data
12. Autocorrelation
13. Introduction to Nonstationary Time Series
14. Introduction to Panel Data Models

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