INTRODUCTION TO ECONOMETRICS DOUGHERTY C. Księgarnia

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.