Using Econometrics: A Practical Approach / Edition 5

Using Econometrics: A Practical Approach / Edition 5

by A.H. Studenmund
ISBN-10:
0321316495
ISBN-13:
9780321316493
Pub. Date:
06/01/2005
Publisher:
Addison Wesley
ISBN-10:
0321316495
ISBN-13:
9780321316493
Pub. Date:
06/01/2005
Publisher:
Addison Wesley
Using Econometrics: A Practical Approach / Edition 5

Using Econometrics: A Practical Approach / Edition 5

by A.H. Studenmund
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Product Details

ISBN-13: 9780321316493
Publisher: Addison Wesley
Publication date: 06/01/2005
Series: Addison-Wesley Series in Economics
Edition description: REV
Pages: 656
Product dimensions: 7.32(w) x 9.54(h) x 1.12(d)

Table of Contents

I. THE BASIC REGRESSION MODEL.

1. An Overview of Regression Analysis.

2. Ordinary Least Squares.

3. Learning to Use Regression Analysis.

4. The Classical Model.

5. Hypothesis Testing.

II. VIOLATIONS OF THE CLASSICAL ASSUMPTIONS.

6. Specification: Choosing the Independent Variables.

7. Specification: Choosing a Functional Form.

8. Multicollinearity.

9. Serial Correlation.

10. Heteroskedasticity.

11. A Regression User's Handbook.

III. EXTENSIONS OF THE BASIC REGRESSION MODEL.

12. Time-Series Models.

13. Dummy Dependent Variable Techniques.

14. Simultaneous Equations.

15. Forecasting.

16. Statistical Principles.

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