Introduction to econometrics / Christopher Dougherty.
Material type:
TextPublication details: Oxford ; New York : Oxford University Press, 2007.Edition: 3rd edDescription: xiii, 464 p. : ill. ; 25 cmISBN: - 9780199280964
- 0199280967
- 330.01/5195 22
- HB 172 .D68 2007
| Item type | Current library | Call number | Status | Barcode | |
|---|---|---|---|---|---|
| Books | The MUA Library South C campus - Open Collection | HB 172 .D68 2007 (Browse shelf(Opens below)) | Available | 2008-1320 |
Includes bibliographical references (p. [451]-453) and indexes.
Review : random variables, sampling, and estimation -- Simple regression analysis -- Properties of the regression coefficients and hypothesis testing -- Multiple regression analysis -- Transformations of variables -- Dummy variables --- Specification of regression variables : a preliminary skirmish -- Heteroscedasticity -- Stochastic regressors and measurement errors -- Simultaneous equations estimation -- Binary choice and limited dependent variable models, and maximum likelihood estimation -- Models using time series data -- Properties of regression models with time series data -- Introduction to nonstationary time series -- Introduction to panel data models.
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