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Introduction to Econometrics Second Edition

Опубликовано на портале: 30-07-2004
Oxford: Oxford University Press, 2002
Тематический раздел:
Introduction to Econometrics provides a step by step introductory guide to the core areas of this subject.This new edition of Dougherty's highly successful textbook has been substantially updated and revised with the inclusion of new material on specification tests, binary choice models, tobit analysis, sample selection bias, nonstationary time series, and unit root tests and cointegration. In addition, the book will be acompanied by a website containing graphical treatment of all the topics covered in the text.

  • Covariance, Variance, and Correlation
  • Simple Regression Analysis
  • Properties of the Regression Coefficients
  • Multiple Regression Analysis
  • Transformation of Variables
  • Dummy Variables
  • Specification of Regression Variables
  • Heterodasticity
  • Stochastic Regressors and Measurement Errors
  • Simultaneous Equations Estimation
  • Binary Choice Models and Maximum Likelihood Estimation
  • Models Using Time Series Data
  • Autocorrelation
  • Introduction to Nonstationary Processes
  • Ключевые слова

    См. также:
    Robert L. Brown, J. Durbin, J. M. Evans
    Journal of the Royal Statistical Society. Series B (Methodological). 1975.  Vol. 37. No. 2. P. 149-192. 
    James B. Ramsey
    Journal of the Royal Statistical Society. Series B (Methodological). 1969.  Vol. 31. No. 2. P. 350-371. 
    Donald Wilfrid Kao Andrews
    Journal of Econometrics. 1988.  Vol. 37. No. 1. P. 135-157. 
    Jeffrey M. Wooldridge
    Russell Davidson, James G. MacKinnon
    Oxford Bulletin of Economics and Statistics. 1988.  Vol. 50. No. 2. P. 203-218. 
    Soren Johansen, Katarina Juselius
    Oxford Bulletin of Economics and Statistics. 1970.  Vol. 52. No. 2. P. 169-210.