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Introduction to Econometrics

Introduction to Econometrics


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About the Book

Introduction to Econometrics provides students with clear and simple mathematics notation and step-by step explanations of mathematical proofs to give them a thorough understanding of the subject. Extensive exercises are incorporated throughout to encourage students to apply the techniques and build confidence. This new edition has been thoroughly revised in line with market feedback. Retaining its student-friendly approach, Introduction to Econometrics has a comprehensive revision guide to all the essential statistical concepts needed to study econometrics, more Monte Carlo simulations than before and new summaries and non-technical introductions to more advanced topics at the end of chapters. Online Resource Centre For lecturers: - Instructor manuals for the text and data sets, detailing the exercises and their solutions - PowerPoint slides For students: - Data sets - Study guide - Software manual - PowerPoint slides with explanations - Contact the author

Table of Contents:
1. Simple regression analysis ; 2. Properties of regression coefficients and hypothesis testing ; 3. Multiple regression analysis ; 4. Transformation of variables ; 5. Dummy variables ; 6. Specification regression variables: a preliinary skirmish ; 7. Heteroscedasticity ; 8. Stochastic regressors and measurement errors ; 9. Simultaneous equations estimation ; 10. Binary choice models and maximum likelihood Estimation ; 11. Models using time series data ; 12. Autocorrelation ; 13. Introduction to nonstationary time series ; 14. Introduction to panel data models

About the Author :
Dr Christopher Dougherty is a Senior Lecturer in Economics at the London School of Economics.

Review :
Review from previous edition It is the best introductory text for undergraduates on the market in my opinion. Bruce Morley, Bath University I highly recommend this book to any students who first plan to take introductory economic courses. The study guide, box examples, and well-balanced theory and empirical questions set this book apart from other books. Dr. Jong H. Kim, American University of Sharjah The main advantage of this book is its clarity and user-friendliness. Paul Turner, University of Loughborough I have described it to colleagues and students as one of the best textbooks ever written. I recommend no other book to my econometrics class. Richard Walker, Northwestern University, USA An approach that is theoretically rigorous, but also non-mathematical, sets this textbook apart from many other introductory texts. John Goddard, Bangor Business School


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Product Details
  • ISBN-13: 9780199567089
  • Publisher: Oxford University Press
  • Publisher Imprint: Oxford University Press
  • Edition: Revised edition
  • Returnable: N
  • ISBN-10: 0199567085
  • Publisher Date: 15 Mar 2011
  • Binding: Paperback
  • Language: English


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