- Full Description
-
This textbook teaches some of the basic econometric methods and the underlying assumptions behind them. It also includes a simple and concise treatment of more advanced topics in spatial correlation, panel data, limited dependent variables, regression diagnostics, specification testing and time series analysis. Each chapter has a set of theoretical exercises as well as empirical illustrations using real economic applications. These empirical exercises usually replicate a published article using Stata or Eviews.
- Table of Contents
-
Table of Contents
- Part 1: What Is Econometrics?.
- Basic Statistical Concepts.
- Simple Linear Regression.
- Multiple Regression Analysis.
- Violations of the Classical Assumptions.
- Distributed Lags and Dynamic Models.
- Part 2: The General Linear Model: The Basics.
- Regression Diagnostics and Specification Tests.
- Generalized Least Squares.
- Seemingly Unrelated Regressions.
- Simultaneous Equations Model.
- Pooling Time
- Series of Cross
- Section Data.
- Limited Dependent Variables.
- Time
- Series Analysis.
- Errata
-
If you think that you've found an error in this book, please let us know about it. You will find any confirmed erratum below, so you can check if your concern has already been addressed.
No errata are currently published
Your Cart
You don't have any books in your shopping cart yet!
Companion eBooks
Why limit yourself to one format? If you’ve purchased the print edition of most Apress titles then we’re happy to offer you the eBook edition for just $10.
User Group Program
Register your user group with Apress to take advantage of discounts on books, receive review copies, door prizes, and much, much more…
Academic Resources
Let Apress assist in the development of your academic programs and coursework.
Bulk Sales Discount
Bulk discounts apply when you buy ten or more copies of individual Apress or Friends of ED titles in either hard copy or eBook format.