| 청구기호 |
HB139 .H548 2011 |
| 형태사항 |
xxvi, 758 p. : ill ; 26cm.
|
| 일반주기 |
Includes index.
|
| 내용 |
Machine generated contents note: Chapter 1 An Introduction to Econometrics. -- A Probability Primer. -- Chapter 2 The Simple Linear Regression Model. -- Chapter 3 Interval Estimation and Hypothesis Testing. -- Chapter 4 Prediction, Goodness-of-Fit and Modeling Issues. -- Chapter 5 The Multiple Regression Model. -- Chapter 6 Further Inference in the Multiple Regression Model. -- Chapter 7 Using Indicator Variables. -- Chapter 8 Heteroskedasticity. -- Chapter 9 Regression with Time Series Data: Stationary Variables. -- Chapter 10 Random Regressors and Moment Based Estimation. -- Chapter 11 Simultaneous Equations Models. -- Chapter 12 Regression with Time Series Data: Nonstationary Variables. -- Chapter 13 Vector Error Correction and Vector Autoregressive Models. -- Chapter 14 Time-Varying Volatility and ARCH Models. -- Chapter 15 Panel Data Models. -- Chapter 16 Qualitative and Limited Dependent Variable Models. -- Appendix A Mathematical Tools. -- Appendix B Probability Concepts. -- Appendix C Review of Statistical Inference.
|
| 주제 |
Econometrics.
BUSINESS & ECONOMICS / Econometrics |2 bisacsh.
|
| LCCN |
2010043316
|
| ISBN |
9780470626733 (hardback) : |
