Introduction to econometrics:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Oxford [u.a.]
Oxford Univ. Press
2007
|
| Ausgabe: | 3. ed. |
| Schlagworte: | |
| Online-Zugang: | Klappentext Inhaltsverzeichnis |
| Beschreibung: | XIII, 464 S. graph. Darst. |
| ISBN: | 0199280967 9780199280964 |
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Datensatz im Suchindex
| _version_ | 1804135530099638272 |
|---|---|
| adam_text | This textbook provides an introduction to econometrics for all
students new to the subject.
Introduction to Econometrics provides students with an analytical
and intuitive understanding of the classical linear regression
model and its extensions. Step-by-step verbal explanations of
mathematical proofs are provided to facilitate the development
of a full understanding of the material. The text contains a large
number of practical exercises for students to follow up and practise
what they have learnt.
This new edition has been substantially updated and revised with
the inclusion of new material on panel data models and numerous
simulations illustrating theoretical results. The review chapter on
statistics has been extended to cover topics neglected in standard
statistics courses and further exercises have been provided.
Christopher Dougherty is a Senior Lecturer at the London School
of Economics and Political Science.
Contents
Review: Random Variables,
R.1
R.2
R.3 Continuous random variables
R.4 Population covariance, covariance and variance rules,
and correlation
R.5 Sampling and estimators
R.6 Unbiasedness and efficiency
R.7 Estimators of variance, covariance, and correlation
R.8 Asymptotic properties of estimators
KEY TERMS
Appendix R.1:
Appendix R.2: Unbiased estimators of the population covariance
and variance
1 Simple Regression
1.1
1.2
1.3
1.4
one explanatory variable
1.5
1.6
1.7
KEY TERMS
Contents
2
2.1
2.2
2.3
2.4
2.5
2.6
2.7
2.8
2.9
2.10
2.11
2.12
on the slope coefficient in simple regression analysis
KEY TERMS
3
3.1
3.2
3.3
3.4
3.5
KEY TERMS
4
4.1
4.2
4.3
4.4
4.5
KEY TERMS 172
5
5.1
Contents
5.2
Extension to more than two categories and to multiple sets of
dummy variables
179
5.3
Slope dummy variables
189
5.4
The Chow test
194
KEY TERMS
197
6
6.1
6.2
6.3
6.4
6.5
6.6
KEY TERMS
Heteroscedasticity
7.1
7.2
7.3
KEY TERMS
8
8.1
8.2
8.3
8.4
8.5
8.6
KEY TERMS
9
9.1
form equations
9.2
Contents
9.3 Instrumental variables
KEY
10
Maximum Likelihood Estimation
10.1
The linear probability model
291
10.2
Logit analysis
294
10.3
Probit
300
10.4
Censored regressions: tobit analysis
303
10.5
Sample selection bias
308
10.6
An introduction to maximum likelihood estimation
312
KEY TERMS
321
11
11.1
Static models
11.2
Dynamic models
11.3
The adaptive expectations model
11.4
The partial adjustment model
11.5
Prediction
11.6
Stability tests
KEY TERMS
323
327
330
338
341
347
349
12
12.1
12.2
and the regressors
12.3
12.4
12.5
12.6
12.7
12.8
KEY TERMS
Appendix
approximates2-2p in large samples
Contents
13
13.1
13.2
13.3
13.4
13.5 Fitting models
13.6
KEY TERMS
14
14.1
14.2
14.3
KEY TERMS
Appendix A: Statistical Tables
Appendix B: Data Sets
Bibliography
Author Index
Subject Index
|
| adam_txt |
This textbook provides an introduction to econometrics for all
students new to the subject.
Introduction to Econometrics provides students with an analytical
and intuitive understanding of the classical linear regression
model and its extensions. Step-by-step verbal explanations of
mathematical proofs are provided to facilitate the development
of a full understanding of the material. The text contains a large
number of practical exercises for students to follow up and practise
what they have learnt.
This new edition has been substantially updated and revised with
the inclusion of new material on panel data models and numerous
simulations illustrating theoretical results. The review chapter on
statistics has been extended to cover topics neglected in standard
statistics courses and further exercises have been provided.
Christopher Dougherty is a Senior Lecturer at the London School
of Economics and Political Science.
Contents
Review: Random Variables,
R.1
R.2
R.3 Continuous random variables
R.4 Population covariance, covariance and variance rules,
and correlation
R.5 Sampling and estimators
R.6 Unbiasedness and efficiency
R.7 Estimators of variance, covariance, and correlation
R.8 Asymptotic properties of estimators
KEY TERMS
Appendix R.1:
Appendix R.2: Unbiased estimators of the population covariance
and variance
1 Simple Regression
1.1
1.2
1.3
1.4
one explanatory variable
1.5
1.6
1.7
KEY TERMS
Contents
2
2.1
2.2
2.3
2.4
2.5
2.6
2.7
2.8
2.9
2.10
2.11
2.12
on the slope coefficient in simple regression analysis
KEY TERMS
3
3.1
3.2
3.3
3.4
3.5
KEY TERMS
4
4.1
4.2
4.3
4.4
4.5
KEY TERMS 172
5
5.1
Contents
5.2
Extension to more than two categories and to multiple sets of
dummy variables
179
5.3
Slope dummy variables
189
5.4
The Chow test
194
KEY TERMS
197
6
6.1
6.2
6.3
6.4
6.5
6.6
KEY TERMS
Heteroscedasticity
7.1
7.2
7.3
KEY TERMS
8
8.1
8.2
8.3
8.4
8.5
8.6
KEY TERMS
9
9.1
form equations
9.2
Contents
9.3 Instrumental variables
KEY
10
Maximum Likelihood Estimation
10.1
The linear probability model
291
10.2
Logit analysis
294
10.3
Probit
300
10.4
Censored regressions: tobit analysis
303
10.5
Sample selection bias
308
10.6
An introduction to maximum likelihood estimation
312
KEY TERMS
321
11
11.1
Static models
11.2
Dynamic models
11.3
The adaptive expectations model
11.4
The partial adjustment model
11.5
Prediction
11.6
Stability tests
KEY TERMS
323
327
330
338
341
347
349
12
12.1
12.2
and the regressors
12.3
12.4
12.5
12.6
12.7
12.8
KEY TERMS
Appendix
approximates2-2p in large samples
Contents
13
13.1
13.2
13.3
13.4
13.5 Fitting models
13.6
KEY TERMS
14
14.1
14.2
14.3
KEY TERMS
Appendix A: Statistical Tables
Appendix B: Data Sets
Bibliography
Author Index
Subject Index |
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| index_date | 2024-07-02T15:16:58Z |
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| spelling | Dougherty, Christopher R. S. Verfasser (DE-588)170084299 aut Introduction to econometrics Christopher Dougherty 3. ed. Oxford [u.a.] Oxford Univ. Press 2007 XIII, 464 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Econometrics Ökonometrie (DE-588)4132280-0 gnd rswk-swf (DE-588)4123623-3 Lehrbuch gnd-content Lehrbuch - Ökonometrie Ökonometrie (DE-588)4132280-0 s 1\p DE-604 Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014913705&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Klappentext Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014913705&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Dougherty, Christopher R. S. Introduction to econometrics Econometrics Ökonometrie (DE-588)4132280-0 gnd |
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| title | Introduction to econometrics |
| title_auth | Introduction to econometrics |
| title_exact_search | Introduction to econometrics |
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| title_full | Introduction to econometrics Christopher Dougherty |
| title_fullStr | Introduction to econometrics Christopher Dougherty |
| title_full_unstemmed | Introduction to econometrics Christopher Dougherty |
| title_short | Introduction to econometrics |
| title_sort | introduction to econometrics |
| topic | Econometrics Ökonometrie (DE-588)4132280-0 gnd |
| topic_facet | Econometrics Ökonometrie Lehrbuch Lehrbuch - Ökonometrie |
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