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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
위치등록번호청구기호 / 출력상태반납예정일
이용 가능 (1)
자료실E206702대출가능-
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