Econometrics A Modern Introduction: United States Edition

Heftet / 2005 / Engelsk

Produktdetaljer

ISBN13
9780321113610
Publisert
2005
Utgiver
Vendor
Pearson
Aldersnivå
06, P
Språk
Product language
Engelsk
Format
Product format
Heftet
Sider
976
Vekt
100 gr
Høyde
100 mm
Bredde
100 mm
Tykkelse
100 mm
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Forfatter

Econometrics A Modern Introduction: United States Edition

Heftet / 2005 / Engelsk
Econometrics: A Modern Introduction conditions students to think like econometricians right from the start by opening with a unique Monte Carlo exercise, and connects econometrics to economic theory through a series of exemplary econometric analyses presented throughout the text. Students learn to critically evaluate economic conclusions through the use of original data and compelling topics such as discrimination, demand for cocaine, capital punishment, and infant mortality.
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Econometrics: A Modern Introduction conditions students to think like econometricians right from the start by opening with a unique Monte Carlo exercise, and connects econometrics to economic theory through a series of exemplary econometric analyses presented throughout the text.
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OVERVIEWPart I - The Linear Regression Model1. What is Econometrics?2. Choosing Estimators: Intuition and Monte Carlo Methods3. Linear Estimators and the Gauss-Markov Theorem4. Blue Estimators for the Slope and Intercept of a Straight Line5. Residuals6. Multiple Regression Part II - Specification and Hypothesis Testing 7. Testing Single Hypotheses in Regression Models8. Superfluous and Omitted Variables, Multicollinearity and Binary Variables9. Testing Multiple HypothesesPart III - Further Topics in Regression 10. Heteroskedastic Disturbances 11. Autoregressive Disturbances12. Large Sample Properties Of Estimators: Consistency and Asymptotic Efficiency13. Instrumental Variables Estimation14. Systems of Equations15. Randomized Experiments and Natural Experiments16. Analyzing Panel Data17. Forecasting18. Stochastically Trending Variables19. Logit and Probit Models: Truncated and Censored Samples Statistical Appendix WEB EXTENSION 1 USING CALCULUS AND ALGEBRA FOR THE SIMPLEST CASE: n = 3 WEB EXTENSION 2 LOCAL AVERAGE TREATMENT EFFECTS WEB EXTENSION 3 GENERALIZED METHOD OF MOMENTS ESTIMATORS AND IDENTIFICATION WEB EXTENSION 4 MAXIMUM LIKELIHOOD ESTIMATION WEB EXTENSION 5 ESTIMATORS FOR SYSTEMS OF EQUATIONS WEB EXTENSION 6 MULTIPLE COINTEGRATING RELATIONSHIPS WEB EXTENSION 7 LOG-ODDS AND LOGIT MODELS: USING GROUPED DATA WEB EXTENSION 8 MULTINOMIAL MODELS
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Produktdetaljer

ISBN13
9780321113610
Publisert
2005
Utgiver
Vendor
Pearson
Aldersnivå
06, P
Språk
Product language
Engelsk
Format
Product format
Heftet
Sider
976
Vekt
100 gr
Høyde
100 mm
Bredde
100 mm
Tykkelse
100 mm
Se alle
Forfatter