Econometrics: A Simple Introduction (Simple Introductions) - Tapa blanda

Libro 7 de 20: Simple Introductions

Erickson, K. H.

 
9781496013866: Econometrics: A Simple Introduction (Simple Introductions)
Tapa blanda
ISBN 10: 1496013867 ISBN 13: 9781496013866
Editorial: CreateSpace Independent Publishing Platform, 2014

Sinopsis

Econometrics: A Simple Introduction offers an accessible guide to the principles and methods of econometrics, with data samples, regressions, equations and diagrams to illustrate the analysis.


Examine a linear and multiple regression model, ordinary least squares method, and the Gauss-Markov conditions for a best linear unbiased estimator.


Understand hypothesis testing, with a null hypothesis, t, F or chi-square test statistics and distributions, and interpret regression results. Dummy variables model qualitative data and Chow tests assess regression equivalence.


Explore heteroscedasticity with the White method and with generalized least squares, Goldfeld-Quandt, Breusch-Pagan, and White tests. Assess autocorrelation with Durbin-Watson, Durbin h, and Breusch-Godfrey tests, lagged variables and auxiliary regressions.


Assess the impact of omitted variables, incorrect variables or functional form, and a non-normal distribution with Ramsey RESET and Jarque-Bera tests. Model random variables with the Method of Moments’ estimators, instrumental variables and Hausman test.

"Sinopsis" puede pertenecer a otra edición de este libro.

Reseña del editor

Econometrics: A Simple Introduction offers an accessible guide to the principles and methods of econometrics, with data samples, regressions, equations and diagrams to illustrate the analysis. Examine a linear and multiple regression model, ordinary least squares method, and the Gauss-Markov conditions for a best linear unbiased estimator. Understand hypothesis testing, with a null hypothesis, t, F or chi-square test statistics and distributions, and interpret regression results. Dummy variables model qualitative data and Chow tests assess regression equivalence. Explore heteroscedasticity with the White method and with generalized least squares, Goldfeld-Quandt, Breusch-Pagan, and White tests. Assess autocorrelation with Durbin-Watson, Durbin h, and Breusch-Godfrey tests, lagged variables and auxiliary regressions. Assess the impact of omitted variables, incorrect variables or functional form, and a non-normal distribution with Ramsey RESET and Jarque-Bera tests. Model random variables with the Method of Moments' estimators, instrumental variables and Hausman test.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
CreateSpace Independent Publishing Platform
Año de publicación
2014
Idioma
Inglés
ISBN 10 
1496013867
ISBN 13 
9781496013866
Encuadernación
Tapa blanda
Número de páginas
100
Contacto del fabricante
no disponible
Persona responsable
no disponible