Statistics and Econometrics: Methods and Applications / Edition 1

by Orley Ashenfelter, Phillip B. Levine, David J. Zimmerman

Overview

Every major econometric method is illustrated by a persuasive, real life example applied to real data.

• Explores subjects such as sample design, which are critical to practical application econometrics.

Product Details

ISBN-13:	9780471107873
Publisher:	Wiley
Publication date:	04/05/2002
Edition description:	BOOK&DISK
Pages:	320
Product dimensions:	7.66(w) x 9.55(h) x 0.83(d)

Table of Contents

1. Introduction to Econometrics.

2. Basic Probability.

3. Random Variables and Probability Distributions.

4. Mathematics and Expectations.

5. Multivariate Distributions.

6. Sampling and Sampling Distributions.

7. Estimation.

8. Interval Estimation and Hypothesis Testing.

9. Simple Linear Regression.

10. Inference in Simple Linear Regression.

11. Multiple Regression.

12. Extending the Multiple Regression Model.

13. Specification Error, Multicollinearity, and Measurement.

14. Heteroskedascity and Serial Correlation.

15. Simultaneos Equations.

16. Dummy Dependent Variable.

17. Analysis of Time Series Data.

18. Panel Data Models.