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Beschreibung
PREFACE

LIST OF EXAMPLES

1 An Introduction to Econometrics

Probability Primer

2 The Simple Linear Regression Model

3 Interval Estimation and Hypothesis Testing

4 Prediction, Goodness-of-Fit, and Modeling Issues

5 The Multiple Regression Model

6 Further Inference in the Multiple Regression Model

7 Using Indicator Variables

8 Heteroskedasticity

9 Regression with Time-Series Data: Stationary Variables

10 Endogenous Regressors and Moment-Based Estimation

11 Simultaneous Equations Models

12 Regression with Time-Series Data: Nonstationary Variables

13 Vector Error Correction and Vector Autoregressive Models

14 Time-Varying Volatility and ARCH Models

15 Panel Data Models

16 Qualitative and Limited Dependent Variable Models

APPENDIX A Mathematical Tools

APPENDIX B Probability Concepts

APPENDIX C Review of Statistical Inference

APPENDIXD Statistical Tables

INDEX
PREFACE

LIST OF EXAMPLES

1 An Introduction to Econometrics

Probability Primer

2 The Simple Linear Regression Model

3 Interval Estimation and Hypothesis Testing

4 Prediction, Goodness-of-Fit, and Modeling Issues

5 The Multiple Regression Model

6 Further Inference in the Multiple Regression Model

7 Using Indicator Variables

8 Heteroskedasticity

9 Regression with Time-Series Data: Stationary Variables

10 Endogenous Regressors and Moment-Based Estimation

11 Simultaneous Equations Models

12 Regression with Time-Series Data: Nonstationary Variables

13 Vector Error Correction and Vector Autoregressive Models

14 Time-Varying Volatility and ARCH Models

15 Panel Data Models

16 Qualitative and Limited Dependent Variable Models

APPENDIX A Mathematical Tools

APPENDIX B Probability Concepts

APPENDIX C Review of Statistical Inference

APPENDIXD Statistical Tables

INDEX
Details
Erscheinungsjahr: 2018
Fachbereich: Volkswirtschaft
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
Inhalt: 904 S.
ISBN-13: 9781119510567
ISBN-10: 1119510562
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Hill, R Carter
Auflage: 5/2018
Hersteller: Wiley-VCH GmbH
Verantwortliche Person für die EU: Wiley-VCH GmbH, Boschstr. 12, D-69469 Weinheim, product-safety@wiley.com
Maße: 254 x 204 x 40 mm
Von/Mit: R Carter Hill
Erscheinungsdatum: 23.02.2018
Gewicht: 1,63 kg
Artikel-ID: 115209528