Introduction to Econometrics - Christopher Dougherty

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Résumé :
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.

This book is supported by online resources, which include:

For lecturers:

? Instructor's manual for the text and data sets, detailing the exercises and their solutions.
? Customizable PowerPoint slides.

For students:

? Data sets referred to in the book.
? A comprehensive study guide offers students the opportunity to gain experience with econometrics through practice with exercises.
? Software manual.
? PowerPoint slides with explanations....

Biographie:
Dr Christopher Dougherty is an Associate Professor in Economics at the London School of Economics.

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Sommaire:

• 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