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A Guide to Econometrics / Second Edition

Contributor(s): Material type: TextPublication details: The MIT Press, 1986Edition: 2ndDescription: 244ISBN:
  • 262610434
Summary: An overview of the subject and an intuitive feel for its concepts and techniques without the clutter of notation and technical detail that characterize many econometrics texts. Preface, Introduction, Criteria for Estimators, The Classical Linear Regression Model, Interval Estimation and Hypothesis Testing, Violating Assumption One: Specification Errors, Violating Assumption Two: Nonzero Expected Disturbance, Violating Assumption Three: Non spherical Disturbances, Violating Assumption Four: Measurement Errors and Auto regression, Violating Assumption Five: Multicollinearity, Incorporating Extaneous Information, The Bayesian Approach, Dummy Variables, Qualitative and Limited Dependent Variables, Forecasting, Glossary, Bibliography, Index.
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An overview of the subject and an intuitive feel for its concepts and techniques without the clutter of notation and technical detail that characterize many econometrics texts. Preface, Introduction, Criteria for Estimators, The Classical Linear Regression Model, Interval Estimation and Hypothesis Testing, Violating Assumption One: Specification Errors, Violating Assumption Two: Nonzero Expected Disturbance, Violating Assumption Three: Non spherical Disturbances, Violating Assumption Four: Measurement Errors and Auto regression, Violating Assumption Five: Multicollinearity, Incorporating Extaneous Information, The Bayesian Approach, Dummy Variables, Qualitative and Limited Dependent Variables, Forecasting, Glossary, Bibliography, Index.

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