| 청구기호 |
HB139 .G847 2011 |
| 형태사항 |
xxviii, 371 p. : ill. ; 25 cm.
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| 서지주기 |
Includes bibliographical references and index.
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| 내용 |
Machine generated contents note: -- PART I: THE LINEAR REGRESSION MODEL -- The Linear Regression Model -- Functional Forms of Regression Models -- Qualitative Explanatory Variables Regression Models -- PART II: CRITICAL EVALUATION OF THE CLASSICAL LINEAR REGRESSION MODEL -- Regression Diagnostic I: Multicollinearity -- Regression Diagnostic II: Heteroscedasticity -- Regression Diagnostic III: Autocorrelation -- Regression Diagnostic IV: Model Specification Errors -- PART III: REGRESSION MODELS WITH CROSS-SECTIONAL DATA -- Categorical Dependent Variable Models: The Logit And Probit Models -- Multinomial Regression Models -- Original Regression Models -- Limited Dependent Variable Regression Models -- Modeling Count Data: The Poisson And Negative Binomial Regression Models -- PART IV: TOPICS IN TIME SERIES ECONOMETRICS -- Stationary and Nonstationary Time Series -- Cointegration and Error Correction Models -- Asset Price Volatility: The Arch and Garch Models -- Economic Forecasting with Arima and VAR Models -- Panel Data Regression Models -- Survival Analysis -- Invariables -- Statistical Appendix.
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| 주제 |
Econometrics.
Regression analysis.
BUSINESS & ECONOMICS / Econometrics --bisacsh.
BUSINESS & ECONOMICS / Economics / Theory --bisacsh.
BUSINESS & ECONOMICS / Statistics --bisacsh.
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| ISBN |
9780230290396 (pbk.) : |
| 관련서지 |
(예제를 통한) 계량경제학
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