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Statistics and Econometrics from A to Z

Опубликовано на портале: 02-03-2004
New York: John Wiley & Sons, 2002, 600 с.
Тематический раздел:
Guide makes these tools accessible and easy to understand by bringing issues to life with persuasive, real life applications to real economic problems. 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.

  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
Ключевые слова

См. также:
Анна Алексеевна Васина
The CHIEF. 2002.  № 4.
Юрий Валерьевич Андриенко
Экономический журнал ВШЭ. 2001.  Т. 5. № 2. С. 194-220. 
David Banks
Statistical Science. 1993.  Vol. 8. No. 4.. P. 356-377. 
Harry H. Kelejian
Journal of Econometrics. 1982.  Vol. 20. No. 2. P. 325-333.