Using Econometrics: A
Practical Guide, 4/e
A.H. Studenmund, Occidental College
Copyright 2001, 688 pp.
Cloth format
ISBN 0-321-06481-X
Description
This revolutionary text
covers single-equation linear regression analysis in an easy-to-understand format that
emphasizes real-world examples and exercises. This intuitive approach focuses on learning
how to use econometrics, not on matrix algebra or calculus proofs. Clear, accessible
writing and numerous exercises provide students with a solid understanding of applied
econometrics. This new approach is accessible to beginning econometrics students as well
as experienced practitioners.
Companion Website
http://www.awl.com/studenmund
Features
- NEW!
A completely new elementary statistics chapter, written by leading statistics author Gary
Smith.
- NEW!
An increased emphasis on modern regression topics like the White test,
heteroskedasticity-corrected standard errors, the AR (I) adjustment for serial
correlation, Akaike's Information Criterion, the Schwarz criterion, and nonstationarity.
- NEW!
Improved, expanded, and updated examples, exercises, and data sets.
- NEW!
Optional, low-cost inclusion of the Student Version of EViews, the number-one
Windows-based econometric software package in the world, plus a free Student Guide to
Using EViews that walks students step-by-step through the EViews software using examples
from the main text.
- NEW!
A Web Site containing the text's data sets already formatted for four of the most commonly
used regression software packages: EViews, SAS, SHAZAM, and Excel, plus additional
interactive regression learning exercises.
- Simple,
intuitive approach. Matrix algebra is not used and proofs and calculus are relegated to
the footnotes.
- An
interactive regression learning exercise is a unique learning tool used by the author to
help students simulate econometric analysis.
- Reviewers'
comments include praise such as, "The best I've seen!" "Far outdoes every other
introductory econometrics text." "Does not talk down to students but gently pulls them
up to the right level of thought."
Table of Contents
I. THE BASIC REGRESSION
MODEL.
1. An Overview of Regression
Analysis.
2. Ordinary Least Squares.
3. Learning to Use Regression Analysis.
4. The Classical Model.
5. Hypothesis Testing.
II. VIOLATIONS OF THE
CLASSICAL ASSUMPTIONS.
6. Specification: Choosing
the Independent Variables.
7. Specification: Choosing a Functional Form.
8. Multicollinearity.
9. Serial Correlation.
10. Heteroskedasticity.
11. A Regression User's Handbook.
b>III. EXTENSIONS OF THE
BASIC REGRESSION MODEL.
12. Time-Series Models.
13. Dummy Dependent Variable Techniques.
14. Simultaneous Equations.
15. Forecasting.
16. Statistical Principles.
Supplements:
Instructor's Manual
Using Econometrics
and Eviews Software Package
