Introduction to Econometrics : A Self-Contained Approach

Westhoff, Frank

ISBN 10: 0262019221 / ISBN 13: 9780262019224

Editore: Mit Pr, 2013

Riguardo questo articolo

May show signs of wear, highlighting, writing, and previous use. This item may be a former library book with typical markings. No guarantee on products that contain supplements Your satisfaction is 100% guaranteed. Twenty-five year bookseller with shipments to over fifty million happy customers. Codice articolo 19663751-5

Dati bibliografici

Titolo: Introduction to Econometrics : A ...

Casa editrice: Mit Pr

Data di pubblicazione: 2013

Legatura: Rilegato

Condizione: good

Descrizione articolo

Riassunto:

An introductory textbook (requiring no previous knowledge of probability and statistics) that offers students a solid foundation in regression analysis.

This unique introduction to econometrics provides undergraduate students with a command of regression analysis in one semester, enabling them to grasp the empirical literature and undertake serious quantitative projects of their own. It does not assume any previous exposure to probability and statistics but does discuss the concepts in these areas that are essential for econometrics. The bulk of the textbook is devoted to regression analysis, from simple to advanced topics. Students will gain an intuitive understanding of the mathematical concepts; Java applet simulations on the book's website demonstrate how the algebraic equations are derived in the text and are designed to reinforce the important concepts.

After presenting the essentials of probability and statistics, the book covers simple regression analysis, multiple regression analysis, and advanced topics including heteroskedasticity, autocorrelation, large sample properties, instrumental variables, measurement error, omitted variables, panel data, simultaneous equations, and binary/truncated dependent variables. Two optional chapters treat additional probability and statistics topics. Each chapter offers examples, prep problems (bringing students up to speed at the beginning of a chapter), review questions, and exercises. An accompanying website offers students easy access to Java simulations and data sets (available in EViews, Stata, and Excel files). After a single semester spent mastering the material presented in this book, students will be prepared to take any of the many elective courses that use econometric techniques.

Requires no background in probability and statistics
Regression analysis focus
Econometrics lab with Java applet simulations on accompanying Website

Informazioni sull?autore:

Frank Westhoff is Professor of Economics at Amherst College.