Introduction to Econometrics

by Christopher Dougherty

Overview

Retaining the student-friendly approach of previous editions, Introduction to Econometrics, Fifth Edition, uses clear and simple mathematics notation and step-by step explanations of mathematical proofs to help students thoroughly grasp the subject. Extensive exercises throughout build students' confidence and provide them with hands-on practice in applying techniques.

The fifth edition features a comprehensive revision guide to all the essential statistical concepts needed to study econometrics, additional Monte Carlo simulations, new summaries, and non-technical introductions to more advanced topics at the end of chapters.

This book is supported by an Online Resource Centre, which includes:

For lecturers:

* Instructor's manual for the text and data sets, detailing the exercises and their solutions
* Customizable PowerPoint slides

For students:

* Data sets referred to in the book
* A comprehensive study guide offers students the opportunity to gain experience with econometrics through practice with exercises
* Software manual
* PowerPoint slides with explanations

Product Details

ISBN-13:	9780199676828
Publisher:	Oxford University Press
Publication date:	06/28/2016
Edition description:	New Edition
Pages:	608
Product dimensions:	7.40(w) x 9.60(h) x 1.40(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

IntroductionReview: Random Variables, Sampling, and Estimation1. Simple Regression Analysis2. Properties of Regression Coefficients and Hypothesis Testing3. Multiple Regression Analysis4. Transformations of Variables5. Dummy Variables6. Specification of Regression Variables7. Heteroscedasticity8. Stochastic Regressors and Measurement Errors9. Simultaneous Equations Estimation10. Binary Choice Models and Maximum Likelihood Estimation11. Models Using Time Series Data12. Autocorrelation13. Introduction to Nonstationary Time Series14. Introduction to Panel Data Models