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Undergraduate Econometrics
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  • Wiley

More About This Title Undergraduate Econometrics

  • English

English

This book explores econometrics using an intuitive approach that begins with an economic model. It emphasizes motivation, understanding, and implementation and shows readers how economic data are used with economic and statistical models as a basis for estimating key economic parameters, testing economic hypotheses and predicting economic outcomes.
  • English

English

The Role of Econometrics in Economic Analysis.

Some Basic Probability Concepts.

THE SIMPLE LINEAR REGRESSION MODEL.

The Simple Linear Regression Model: Specification and Estimation.

Properties of the Least Squares Estimators.

Inference in the Simple Regression Model: Interval Estimation, Hypothesis Testing, and Prediction.

The Simple Linear Regression Model: Reporting the Results and Choosing the Functional Form.

THE GENERAL LINEAR REGRESSION MODEL.

The Multiple Regression Model: Specification and Estimation.

The Multiple Regression Model: Hypothesis Tests and the Use of Nonsample Information.

Extensions of the Multiple Regression Model.

VIOLATIONS OF BASIC ASSUMPTIONS.

Heteroskedasticity.

Autocorrelation.

TOPICS IN ECONOMETRICS.

Pooling Time-Series and Cross-Sectional Data.

Simultaneous Equations Models.

Nonlinear Least Squares.

Distributed Lag Models.

Time Series Models.

Economic Data Sources, Guidelines for Choosing a Research Project, and the Writing of a Research Report.

Index.

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