Library Catalogue
Image from Amazon.com
Introduction to econometrics / Christopher Dougherty.
Publisher: Oxford ; Oxford University Press, [2016]Edition: Fifth editionDescription: xvii, 590 pages ; 25 cmISBN:- 9780199676828 (paperback)
- 330.015195 DOU
Contents:
Summary: Introduction to Econometrics provides students with clear and simple mathematics notation and step-by-step explanations of mathematical proofs, to give them a thorough understanding of the subject. Extensive exercises throughout build confidence by encouraging students to apply econometric techniques.
Retaining its student-friendly approach, Introduction to Econometrics has a comprehensive revision guide to all the essential statistical concepts needed to study econometrics, additional Monte Carlo simulations, new summaries, and non-technical introductions to more advanced topics at the end of chapters.
Introduction -
Review: Random Variables, Sampling, Estimation and Inference -
1:Simple Regression Analysis -
2:Properties of the Regression Coefficients and Hypothesis Testing -
3:Multiple Regression Analysis -
4:Nonlinear Models and Transformations of Variables -
5:Dummy Variables -
6:Specification of Regression Variables -
7:Heteroskedasticity -
8:Stochastic Regressors and Measurement Errors -
9:Simultaneous Equations Estimation -
10:Binary Choice and Limited Dependent Variable Models, and Maximum Likelihood Estimation -
11:Models Using Time Series Data -
12:Autocorrelation -
13:Introduction to Nonstationary Time Series -
14:Introduction to Panel Data Models.
| Item type | Current library | Shelving location | Call number | Materials specified | Status | Notes | Barcode | |
|---|---|---|---|---|---|---|---|---|
BOOKs
|
NLS | Circulation Counter | 330.015195 DOU (Browse shelf(Opens below)) | PB | Available | Recommended by Prof. Dr. T S Somashekar | 40871 |
Includes bibliographical references (pages 577-580) and index.
Introduction -
Review: Random Variables, Sampling, Estimation and Inference -
1:Simple Regression Analysis -
2:Properties of the Regression Coefficients and Hypothesis Testing -
3:Multiple Regression Analysis -
4:Nonlinear Models and Transformations of Variables -
5:Dummy Variables -
6:Specification of Regression Variables -
7:Heteroskedasticity -
8:Stochastic Regressors and Measurement Errors -
9:Simultaneous Equations Estimation -
10:Binary Choice and Limited Dependent Variable Models, and Maximum Likelihood Estimation -
11:Models Using Time Series Data -
12:Autocorrelation -
13:Introduction to Nonstationary Time Series -
14:Introduction to Panel Data Models.
Introduction to Econometrics provides students with clear and simple mathematics notation and step-by-step explanations of mathematical proofs, to give them a thorough understanding of the subject. Extensive exercises throughout build confidence by encouraging students to apply econometric techniques.
Retaining its student-friendly approach, Introduction to Econometrics has a comprehensive revision guide to all the essential statistical concepts needed to study econometrics, additional Monte Carlo simulations, new summaries, and non-technical introductions to more advanced topics at the end of chapters.