
단행본
Essentials of Econometrics
- 판사항
- 4th ed
- 발행사항
- New York : McGraw-Hill, 2017
- 형태사항
- xxii, 554 p. : ill ; 24cm
- 서지주기
- Includes bibliographical references and indexes
소장정보
위치 | 등록번호 | 청구기호 / 출력 | 상태 | 반납예정일 |
---|---|---|---|---|
이용 가능 (1) | ||||
자료실 | E206702 | 대출가능 | - |
이용 가능 (1)
- 등록번호
- E206702
- 상태/반납예정일
- 대출가능
- -
- 위치/청구기호(출력)
- 자료실
책 소개
The primary objective of the fourth edition of Essentials of Econometrics is to provide a user-friendly introduction to econometric theory and techniques. This text provides a simple and straightforward introduction to econometrics for the beginner. The book is designed to help students understand econometric techniques through extensive examples, careful explanations, and a wide variety of problem material. In each of the editions, I have tried to incorporate major developments in the field in an intuitive and informative way without resort to matrix algebra, calculus, or statistics beyond the introductory level. The fourth edition continues that tradition.
목차
Chapter 1: The Nature and Scope of Econometrics
Part I: The Linear Regression Model
Chapter 2: Basic Ideas of Linear Regression
Chapter 3: The Two-Variable Model: Hypothesis Testing
Chapter 4: Multiple Regression: Estimation and Hypothesis Testing
Chapter 5: Functional Forms of Regression Models
Chapter 6: Dummy Variable Regression Models
Part II: Regression Analysis in Practice
Chapter 7: Model Selection: Criteria and Tests
Chapter 8: Multicollinearity: What Happens if Explanatory Variables are Correlated?
Chapter 9: Heteroscedasticity: What Happens if the Error Variance is Nonconstant?
Chapter 10: What Happens if Error Terms are Correlated?
Part II: Advanced Topics in Econometrics
Chapter 11: Simultaneous Equation Models
Chapter 12: Selected Topics in Single-Equation Regression Models
Appendices
Introduction: Basics of Probability and Statistics
Appendix A: Review of Statistics: Probability and Probability Distributions
Appendix B: Characteristics of Probability Distributions
Appendix C: Some Important Probability Distributions
Appendix D: Statistical Inference: Estimation and Hypothesis Testing
Appendix E: Statistical Tables
Appendix F: Computer Output of EViews, Minitab, Excel, and STATA