Introduction to econometrics / Christopher Dougherty.
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TextPublication details: Oxford ; New Delhi : Oxford University Press, 2007.Edition: 3rd edDescription: xiii, 464 p. : ill. ; 25 cmISBN: - 9780195693249
- 330.015195 DOU [ Shelf 21 ]
- 330.015195 DOU
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Includes bibliographical references (p. [451]-453) and indexes.
Review : random variables, sampling, and estimation -- Simple regression analysis -- Properties of the regression coefficients and hypothesis testing -- Multiple regression analysis -- Transformations of variables -- Dummy variables --- Specification of regression variables : a preliminary skirmish -- Heteroscedasticity -- Stochastic regressors and measurement errors -- Simultaneous equations estimation -- Binary choice and limited dependent variable models, and maximum likelihood estimation -- Models using time series data -- Properties of regression models with time series data -- Introduction to nonstationary time series -- Introduction to panel data models.
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