Econometrics

Schmidt, Stephen

ISBN 10: 0073200301 / ISBN 13: 9780073200309

Editore: McGraw-Hill/Irwin, 2004

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Dati bibliografici

• Titolo: Econometrics
• Editore: McGraw-Hill/Irwin
• Data di pubblicazione: 2004
• Lingua: Inglese
• ISBN 10: 0073200301
• ISBN 13: 9780073200309
• Rilegatura: Hardcover
• Condizione: Like New
• Tipo di libro: book

Descrizione articolo

Riassunto

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.

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