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Introduction to Econometrics

By: Material type: TextTextLanguage: English Publication details: USA Oxford University Press 2007Description: xiii, 464 ill. 25 cmISBN:
  • 9780199280964
  • 0199280967
Patent information: 2007Subject(s): LOC classification:
  • HB139 .D69 2007
Contents:
Review : random variables, sampling, and estimation -- Simple regression analysis -- Properties of the regression coefficients and hypothesis testing -- Multiple regression analysis -- Transformations of variables -- Dummy variables --- Specification of regression variables : a preliminary skirmish -- Heteroscedasticity -- Stochastic regressors and measurement errors -- Simultaneous equations estimation -- Binary choice and limited dependent variable models, and maximum likelihood estimation -- Models using time series data -- Properties of regression models with time series data -- Introduction to nonstationary time series -- Introduction to panel data models.
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Item type Current library Call number Status Date due Barcode
Book Book Central Papal Library 300 | G444 (Browse shelf(Opens below)) Available 53159

Review : random variables, sampling, and estimation -- Simple regression analysis -- Properties of the regression coefficients and hypothesis testing -- Multiple regression analysis -- Transformations of variables -- Dummy variables --- Specification of regression variables : a preliminary skirmish -- Heteroscedasticity -- Stochastic regressors and measurement errors -- Simultaneous equations estimation -- Binary choice and limited dependent variable models, and maximum likelihood estimation -- Models using time series data -- Properties of regression models with time series data -- Introduction to nonstationary time series -- Introduction to panel data models.

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