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Dougherty, Christopher,

Introduction to econometrics / Christopher Dougherty. - Fifth edition. - xvii, 590 pages ; 25 cm

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.

ISBN: 9780199676828 (paperback)

LCCN: 2015951527

Subjects--Topical Terms:
Econometrics.

Dewey Class. No.: 330.015195 DOU