Sinossi
Stephen Schmidt is a superb and dedicated professor at a very good, liberal arts college, (Union in Schenectady, NY). After obtaining a PhD in Economics from Stanford University and teaching for 8 years, he has now written the book he has always wanted to write and use--an econometrics book that excites and motivates students about the value of statistical analysis in economics and gives them all of the tools they will need to do this analysis themselves. The goal of this book is to show students that econometric analysis is the bridge that connects economic theory with economic policy.
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Contenuti
Part 1: Econometric Analysis
Chapter 1 Introduction
Chapter 2 Designing an econometric project
Part 2: Probability and Statistics
Chapter 3 Random variables
Chapter 4 Estimation
Chapter 5 Hypothesis testing
Part 3: Linear Regression
Chapter 6 Least Squares Regression
Chapter 7 Properties of the least squares estimator
Chapter 8 Multivariate regression
Part 4: Topics in Linear Regression
Chapter 9 Selecting a Functional Form
Chapter 10 Determining the econometric specification
Chapter 11 Instability of the regression equation
Part 5: Violations of the Regression Model
Chapter 12 Autocorrelation
Chapter 13 Heteroskedasticity
Chapter 14 Estimating multiple equations
Part 6: Advanced Topics
Chapter 15 Endogenous variables
Chapter 16 Forecasting
Chapter 17 Time series analysis
Chapter 18 Nonlinear models
Chapter 19 Dummy dependent variables
Chapter 20 General discrete choice models
Product Description
Book by Schmidt Stephen
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Econometrics
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