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Introductory Econometrics: A Modern Approach

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Brief Contents\\\\r\\\\nChapter 1 The Nature of Econometrics and Economic Data 1\\\\r\\\\nPart 1: Regression Analysis with Cross-Sectional Data 19\\\\r\\\\nChapter 2 The Simple Regression Model 20\\\\r\\\\nChapter 3 Multiple Regression Analysis: Estimation 66\\\\r\\\\nChapter 4 Multiple Regression Analysis: Inference 117\\\\r\\\\nChapter 5 Multiple Regression Analysis: OLS Asymptotics 163\\\\r\\\\nChapter 6 Multiple Regression Analysis: Further Issues 181\\\\r\\\\nChapter 7 Multiple Regression Analysis with Qualitative Information 220\\\\r\\\\nChapter 8 Heteroskedasticity 262\\\\r\\\\nChapter 9 More on Specification and Data Issues 294\\\\r\\\\nPart 2: Regression Analysis with Time Series Data 333\\\\r\\\\nChapter 10 Basic Regression Analysis with Time Series Data 334\\\\r\\\\nChapter 11 Further Issues in Using OLS with Time Series Data 366\\\\r\\\\nChapter 12 Serial Correlation and Heteroskedasticity in Time Series Regressions 394\\\\r\\\\nPart 3: Advanced Topics 425\\\\r\\\\nChapter 13 Pooling Cross Sections across Time: Simple Panel Data Methods 426\\\\r\\\\nChapter 14 Advanced Panel Data Methods 462\\\\r\\\\nChapter 15 Instrumental Variables Estimation and Two-Stage Least Squares 495\\\\r\\\\nChapter 16 Simultaneous Equations Models 534\\\\r\\\\nChapter 17 Limited Dependent Variable Models and Sample Selection Corrections 559\\\\r\\\\nChapter 18 Advanced Time Series Topics 604\\\\r\\\\nChapter 19 Carrying Out an Empirical Project 642\\\\r\\\\nAppendices\\\\r\\\\nMath Refresher A Basic Mathematical Tools 666\\\\r\\\\nMath Refresher B Fundamentals of Probability 684\\\\r\\\\nMath Refresher C Fundamentals of Mathematical Statistics 714\\\\r\\\\nAdvanced Treatment D Summary of Matrix Algebra 749\\\\r\\\\nAdvanced Treatment E The Linear Regression Model in Matrix Form 760\\\\r\\\\nAnswers to Going Further Questions 775\\\\r\\\\nStatistical Tables 784\\\\r\\\\nReferences 791\\\\r\\\\nGlossary 797\\\\r\\\\nIndex 812

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Detail Information

Series Title

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Call Number

330.015195 Jef i

Publisher

Singapore : Cengage Learning Asia Pte Ltd., 2022

Collation

xxi, 826 hlm.: 25,3 x 20 cm

Language

English

ISBN/ISSN

978-981-48-6608-8

Classification

330.015195 Jef i

Content Type

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Media Type

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Carrier Type

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Edition

7

Subject(s)

Econometrics
Economic forecasting
Statistical analysis

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