Introductory econometrics : a modern approach
| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
Mason, OH :
Thomson/South-Western ,
c2006
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| Edition: | 3rd ed |
| Subjects: |
Table of Contents:
- 1. The nature of econometrics and economic data
- 2. The simple regression method
- 3. Multiple regression analysis: estimation
- 4. Multiple regression analysis: inference
- 5. Multiple regression analysis: OLS asymptotics
- 6. Multiple regression analysis: further issues
- 7. Multiple regression analysis with qualitative information
- 8. Heteroskedasticity
- 9. More on specification and data problems
- 10. Basic regression analysis with time series data
- 11. Further issues in using OLS with time series data
- 12. Serial correlation and heteroskedasticity in time series regressions
- 13. Pooling cross sections across time: simple panel data methods
- 14. Advanced panel data methods
- 15. Instrumental variables estimation ad two stage lead squares
- 16. Simultaneous equations models
- 17. Limited dependent variable models and sample selection corrections
- 18. Advanced time series topics
- 19. Carrying out an empirical project