Essentials of Econometrics
The primary objective of the fourth edition of Essentials of Econometrics is to provide a user-friendly introduction to econometric theory and techniques. This text provides a simple and straightforward introduction to econometrics for the beginner. The book is designed to help students understand econometric techniques through extensive examples, careful explanations, and a wide variety of problem material. In each of the editions, I have tried to incorporate major developments in the field in an intuitive and informative way without resort to matrix algebra, calculus, or statistics beyond the introductory level. The fourth edition continues that tradition.
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Characteristics of Probability Distributions
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annual family income Appendix assumption autocorrelation average Chapter CLFPR CLRM collinearity computed confidence interval consider the following constant consumption expenditure correlation data given dependent variable discussed dummy variable Durbin-Watson Econometrics economic elasticity Equation error term example explanatory variables F value F-statistic ﬁnd ﬁrst following model following regression given in Eq given in Table Gujarati and Porter heteroscedasticity homoscedastic hypothesis testing increase interpret lagged least squares linear regression linear regression model log-linear model logit math S.A.T. score mean value measured method multicollinearity multiple regression negative normal distribution Note null hypothesis observations OLS estimators output parameters percent plot population problem R2 value random variables ratio regression analysis regression line regression model regression results reject the null relationship residuals sample mean shows signiﬁcant slope coefficient standard errors statistically significant stochastic sum of squares textbook's theory transformed true TWO-VARIABLE MODEL unemployment rate United wage zero