Dougherty, Christopher.
Introduction to econometrics / Christopher Dougherty. - 3rd ed. - Oxford ; New York : Oxford University Press, 2007. - xiii, 464 p. : ill. ; 25 cm.
Includes bibliographical references (p. [451]-453) and indexes.
Review : random variables, sampling, and estimation -- Simple regression analysis -- Properties of the regression coefficients and hypothesis testing -- Multiple regression analysis -- Transformations of variables -- Dummy variables --- Specification of regression variables : a preliminary skirmish -- Heteroscedasticity -- Stochastic regressors and measurement errors -- Simultaneous equations estimation -- Binary choice and limited dependent variable models, and maximum likelihood estimation -- Models using time series data -- Properties of regression models with time series data -- Introduction to nonstationary time series -- Introduction to panel data models.
9780199280964 0199280967
2006033141
GBA664292 bnb
013516841 Uk
Econometrics.
HB139 / .D69 2007
330.01/5195
Introduction to econometrics / Christopher Dougherty. - 3rd ed. - Oxford ; New York : Oxford University Press, 2007. - xiii, 464 p. : ill. ; 25 cm.
Includes bibliographical references (p. [451]-453) and indexes.
Review : random variables, sampling, and estimation -- Simple regression analysis -- Properties of the regression coefficients and hypothesis testing -- Multiple regression analysis -- Transformations of variables -- Dummy variables --- Specification of regression variables : a preliminary skirmish -- Heteroscedasticity -- Stochastic regressors and measurement errors -- Simultaneous equations estimation -- Binary choice and limited dependent variable models, and maximum likelihood estimation -- Models using time series data -- Properties of regression models with time series data -- Introduction to nonstationary time series -- Introduction to panel data models.
9780199280964 0199280967
2006033141
GBA664292 bnb
013516841 Uk
Econometrics.
HB139 / .D69 2007
330.01/5195