## Econometrics and Data Analysis for Developing Countries, Volume 1Econometrics and Data Analysis for Developing Countries provides a rigorous but accessible foundation to modern data analysis and econometric practice. The book contains many examples and exercises with data from developing countries. Distinctive features include:- teaching regression by example using data drawn from actual development experiences, a wide range of detailed information from Latin America, Africa and South Asia, extensive use of regression graphics as a complementary diagnostic tool of applied regression, opportunities for readers to gain hands on experience in empirical research and hundreds of useful statistical examples from developing countries on computer disk. |

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### Contents

Model specification and applied research | 23 |

Modelling an average | 44 |

Boxes | 68 |

Outliers skewness and data transformations | 75 |

Data analysis and simple regression | 111 |

interpreting multiple regression coefficients | 163 |

Model selection and misspecification in multiple regression | 208 |

Dealing with heteroscedasticity | 251 |

Trends spurious regressions and transformations | 335 |

Misspecification and autocorrelation | 366 |

Cointegration and the error correction model | 393 |

Misspecification bias from single equation estimation | 415 |

Estimating simultaneous equation models | 437 |

The data sets used in this book | 455 |

Statistical tables | 463 |

481 | |

### Other editions - View all

Econometrics and Data Analysis for Developing Countries Chandan Mukherjee,Howard White,Marc Wuyts Limited preview - 2013 |

Econometrics and Data Analysis for Developing Countries Chandan Mukherjee,Howard White,Marc Wuyts Limited preview - 2013 |

### Common terms and phrases

applied autocorrelation average bias box plot calculated categorical variables Chapter cointegration confidence interval consumption function correlation critical value data analysis data file data point degrees of freedom demand dependent variable dummy variables econometric equal equation error term example Exercise exogenous explanatory variables F-test Figure fitted values follows gender given GNP per capita Hence heteroscedasticity homoscedastic hypothesis testing income variable infant mortality inferences intercept least squares estimators linear regression log income logarithm logit regression median model specification multiple regression normal distribution normality assumption null hypothesis observations obtained omitted variable omitted variable bias outliers parameters partial regression plot population mean probability problem random walk reason regres regression analysis regression coefficients regression line regression model regressors restricted sample mean scatter plot shows simple regression sion skewness slope coefficient spurious standard deviation standard errors stationary statistic sum of squares Table tails tion variance variation workers zero