Articoli correlati a Econometrics: A Simple Introduction

Econometrics: A Simple Introduction - Brossura

Libro 7 di 20: Simple Introductions

Erickson, K. H.

 
9781496013866: Econometrics: A Simple Introduction
Brossura
ISBN 10: 1496013867 ISBN 13: 9781496013866
Casa editrice: CreateSpace Independent Publishing Platform, 2014

Sinossi

Econometrics: A Simple Introduction offers an accessible guide to the principles and methods of econometrics, with data samples, regressions, equations and diagrams to illustrate the analysis.


Examine a linear and multiple regression model, ordinary least squares method, and the Gauss-Markov conditions for a best linear unbiased estimator.


Understand hypothesis testing, with a null hypothesis, t, F or chi-square test statistics and distributions, and interpret regression results. Dummy variables model qualitative data and Chow tests assess regression equivalence.


Explore heteroscedasticity with the White method and with generalized least squares, Goldfeld-Quandt, Breusch-Pagan, and White tests. Assess autocorrelation with Durbin-Watson, Durbin h, and Breusch-Godfrey tests, lagged variables and auxiliary regressions.


Assess the impact of omitted variables, incorrect variables or functional form, and a non-normal distribution with Ramsey RESET and Jarque-Bera tests. Model random variables with the Method of Moments’ estimators, instrumental variables and Hausman test.

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Editore
CreateSpace Independent Publishing Platform
Data di pubblicazione
2014
Lingua
Inglese
ISBN 10 
1496013867
ISBN 13 
9781496013866
Rilegatura
Copertina flessibile
Numero di pagine
100
Contatto del produttore
Manufactured by Amazon on behalf of the author
https://www.amazon.it/hz/contact-us

c/o Amazon Media EU S.à.r.l., 38 Avenue John F. Kennedy
Luxembourg
L-1855
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