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Introduction to econometrics / Christopher Dougherty.

By: Publisher: Oxford ; Oxford University Press, [2016]Edition: Fifth editionDescription: xvii, 590 pages ; 25 cmISBN:
  • 9780199676828 (paperback)
Subject(s): DDC classification:
  • 330.015195 DOU
Contents:
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.
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.
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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.