Econometrics
This book is intended for a first year graduate course in econometrics. However, the first six chapters have no matrix algebra and can be used in an advanced undergraduate class. This can be supplemented by some of the material in later chapters that do not require matrix algebra, like the first par...
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| Format: | eBook |
| Language: | English |
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Berlin, Heidelberg
Springer Berlin Heidelberg
2002, 2002
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| Edition: | 3rd ed. 2002 |
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| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- I
- 1 What is Econometrics?
- 2 Basic Statistical Concepts
- 3 Simple Linear Regression
- 4 Multiple Regression Analysis
- 5 Violations of the Classical Assumptions
- 6 Distributed Lags and Dynamic Models
- II
- 7 The General Linear Model: The Basics
- 8 Regression Diagnostics and Specification Tests
- 9 Generalized Least Squares
- 10 Seemingly Unrelated Regressions
- 11 Simultaneous Equations Model
- 12 Pooling Time-Series of Cross-Section Data
- 13 Limited Dependent Variables
- 14 Time-Series Analysis
- List of Figures
- List of Tables