Introduction to Econometrics

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OUP Oxford, Mar 3, 2011 - Business & Economics - 573 pages
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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

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About the author (2011)


Dr. Christopher Dougherty is a Senior Lecturer in Economics at the London School of Economics.

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