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INTRODUCTION TO ECONOMETRICS
DOUGHERTY C. wydawnictwo: OXFORD , rok wydania 2002, wydanie II cena netto: 190.00 Twoja cena 180,50 zł + 5% vat - dodaj do koszyka Introduction to Econometrics,
2ed
Christopher Dougherty, Senior
Lecturer in Economics, London School of Economics
- New,
thoroughly updated edition of the highly successful Introduction to Econometrics provides
an up to date and clear explanation of the core principles
- Simple
mathematical notation and step-by-step verbal explanations of mathematical proofs
facilitate a clear analytical and intuitive understanding of the subject
- Extensive
practical exercises encourage the student to gain confidence in the techniques learned
- Accompanying
website provides cross-section and time series data sets, graphic representations of
topics covered in the book, and lecture notes extending the text
-
Description
Introduction to Econometrics
provides a step by step introductory guide to the core areas of this subject.This new
edition of Dougherty's highly successful textbook has been substantially updated and
revised with the inclusion of new material on specification tests, binary choice models,
tobit analysis, sample selection bias, nonstationary time series, and unit root tests and
cointegration. In addition, the book will be acompanied by a website containing graphical
treatment of all the topics covered in the text.
Readership: Second or third year economics students doing the core course on Econometrics.
Contents/contributors
- 1
Covariance, Variance, and Correlation
- 2
Simple Regression Analysis
- 3
Properties of the Regression Coefficients
- 4
Multiple Regression Analysis
- 5
Transformation of Variables
- 6
Dummy Variables
- 7
Specification of Regression Variables
- 8
Heterodasticity
- 9
Stochastic Regressors and Measurement Errors
- 10
Simultaneous Equations Estimation
- 11
Binary Choice Models and Maximum Likelihood Estimation
- 12
Models Using Time Series Data
- 13
Autocorrelation
- 14
Introduction to Nonstationary Processes
288 pages
Po otrzymaniu zamówienia poinformujemy, czy wybrany tytuł polskojęzyczny lub
anglojęzyczny jest aktualnie na półce księgarni.
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