# Introduction to Econometrics

OUP Oxford, Mar 3, 2011 - Business & Economics - 573 pages
Retaining the student-friendly approach of previous editions, Introduction to Econometrics, Fourth Edition, uses clear and simple mathematics notation and step-by step explanations of mathematical proofs to help students thoroughly grasp the subject. Extensive practical exercises throughout--including fifty exercises on the same dataset--build students' confidence and provide them with hands-on practice in applying techniques.

NEW TO THE FOURTH EDITION:

* An expanded review section at the beginning of the book offers a more comprehensive guide to all of the statistical concepts needed to study econometrics

* Additional exercises provide students with even more opportunities to put theory into practice

* More Monte Carlo simulations help students use visualization to understand the math

* New final sections at the end of each chapter contain summaries and non-technical introductions to more advanced topics

An updated and expanded Companion Website contains resources for students and instructors:

For students:

* Data sets
* Gretl, a free econometrics software application
* PowerPoint-based slides with explanations
* A study guide

For instructors:

* Instructor manuals for the text and data sets that detail the exercises and their solutions
* PowerPoint-based slides
* A "Contact the Author" link

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### Contents

 INTRODUCTION 1 RANDOM VARIABLES SAMPLING AND ESTIMATION 5 1 SIMPLE REGRESSION ANALYSIS 83 2 PROPERTIES OF THE REGRESSION COEFFICIENTS AND HYPOTHESIS TESTING 110 3 MULTIPLE REGRESSION ANALYSIS 151 4 NONLINEAR MODELS AND TRANSFORMATIONS OF VARIABLES 192 5 DUMMY VARIABLES 224 6 SPECIFICATION OF REGRESSION VARIABLES 250
 10 BINARY CHOICE AND LIMITED DEPENDENT VARIABLE MODELS AND MAXIMUM LIKELIHOOD ESTIMATION 354 11 MODELS USING TIME SERIES DATA 391 12 AUTOCORRELATION 429 13 INTRODUCTION TO NONSTATIONARY TIME SERIES 463 14 INTRODUCTION TO PANEL DATA MODELS 514 Statistical tables 531 Data Sets 548 Bibliography 559

 7 HETEROSCEDASTICITY 280 8 STOCHASTIC REGRESSORS AND MEASUREMENT ERRORS 300 9 SIMULTANEOUS EQUATIONS ESTIMATION 331
 Author Index 563 Subject Index 565 Copyright