Using Econometrics: A Practical Guide / Edition 6

by A. H. Studenmund

Overview

Using Econometrics: A Practical Guide offers readers an innovative introduction to elementary econometrics. Through real-world examples and exercises, the book covers the topic of single-equation linear regression analysis in an easily understandable format.

The Seventh Edition is appropriate for all levels: beginner econometric readers, regression users seeking a refresher, and experienced practitioners who want a convenient reference. Praised as one of the most important texts in the last 30 years, the book retains its clarity and practicality in previous editions with a number of substantial improvements throughout.

KEY TOPICS: An Overview of Regression Analysis; Ordinary Least Squares; Learning to Use Regression Analysis; The Classical Model; Hypothesis Testing and Statistical Inference; Specification: Choosing the Independent Variables; Specification: Choosing a Functional Form; Multicollinearity; Serial Correlation; Heteroskedasticity; Running Your Own Regression Project; Time-Series Models; Dummy Dependent Variable Techniques; Simultaneous Equations; Forecasting; Experimental and Panel Data

MARKET: For anyone interested in econometrics.

Product Details

ISBN-13:	9780131367739
Publisher:	Pearson
Publication date:	01/15/2010
Series:	Pearson Custom Business Resources Series
Edition description:	Older Edition
Pages:	648
Product dimensions:	7.50(w) x 9.20(h) x 1.20(d)

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.