This introductory text outlines the basic concepts and tools of econometrics. Actual data are included in the cases and problems found in each chapter. These cases apply data from many global sources.This introductory text outlines the basic concepts and tools of econometrics. Actual data are included in the cases and problems found in each chapter. These cases apply data from many global sources.Read Less
New. Part I Introduction and the Linear Regression Model · What is Econometrics? · Statistical Background and Matrix Algebra · Simple Regression · Multiple Regression Part II Violation of the Assumptions of the Basic Regression Model · Heteroskedasticity · Autocorrelation · Multicollinearity · Dummy Variables and Truncated Variables · Simultaneous Equation Models · Diagnostic Checking, Model Selection, and Specification Testing · Errors in Variables Part III Special Topics · Introduction to Time-Series Analysis · Models of Expectations and Distributed Lags · Vector Autoregressions, Unit Roots, and Cointegration · Panel Data Analysis · Small-Sample Inference: Resampling Methods Appendix Index Printed Pages: 656..
New. Now in its fourth edition, this landmark text provides a fresh, accessible and well-written introduction to the subject. With a rigorous pedagogical framework, which sets it apart from comparable texts, the latest edition features an expanded.
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