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Undergraduate econometrics / R. Carter Hill, William E. Griffiths, George G. Judge.

By: Contributor(s): Material type: TextTextPublication details: New York ; Chichester : Wiley, c2001.Edition: 2nd edDescription: xvi, 402p. : ill. ; 26 cmISBN:
  • 9780471331841 (hbk.) :
  • 9780471331841
Subject(s): DDC classification:
  • 330.015195 HIL
LOC classification:
  • HB139 .H548 2001
Contents:
1.An introduction to econometrics -- 2.Some basic probability concepts -- 3.The simple linear regression model: specification and estimation -- 4.Properties of the least squares estimators -- 5.Inference in the simple regression model: interval estimation, hypothesis testing, and prediction -- 6.The simple linear regression model: interval estimation, hypothesis testing, and prediction -- 6.The simple linear regression model: reporting the results and choosing the functional form -- 7.The multiple regression model -- 8.Further inference in the multiple regression model -- 9.Dummy (binary) variables -- 10.Nonlinear models -- 11.Heteroskedasticity -- 12.Autocorrelation -- 13.Random regressors and moment based estimation -- 14.Simultaneous equation models -- 15.Distributed lag models -- 16.Regression with time series data -- 17.Pooling time-series and cross-sectional data -- 18.Qualitative and limited dependent variable models -- 19.Writing an empirical research report, and sources of economic data.
Summary: This text emphasizes motivation, understanding, and implementation. By using an intuitive approach, readers are shown how economic data is used with economic and statistical models as a basis.
Holdings
Item type Current library Call number Copy number Status Date due Barcode
Long Loan TUS: Midlands, Main Library Athlone General Lending 330.015195 HIL (Browse shelf(Opens below)) 1 Available 00212344

Previous ed.: 1997.

Includes index.

Text on lining papers.

Includes bibliographical references (p. 386-388) and index.

1.An introduction to econometrics -- 2.Some basic probability concepts -- 3.The simple linear regression model: specification and estimation -- 4.Properties of the least squares estimators -- 5.Inference in the simple regression model: interval estimation, hypothesis testing, and prediction -- 6.The simple linear regression model: interval estimation, hypothesis testing, and prediction -- 6.The simple linear regression model: reporting the results and choosing the functional form -- 7.The multiple regression model -- 8.Further inference in the multiple regression model -- 9.Dummy (binary) variables -- 10.Nonlinear models -- 11.Heteroskedasticity -- 12.Autocorrelation -- 13.Random regressors and moment based estimation -- 14.Simultaneous equation models -- 15.Distributed lag models -- 16.Regression with time series data -- 17.Pooling time-series and cross-sectional data -- 18.Qualitative and limited dependent variable models -- 19.Writing an empirical research report, and sources of economic data.

This text emphasizes motivation, understanding, and implementation. By using an intuitive approach, readers are shown how economic data is used with economic and statistical models as a basis.

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