WORLD SCIENTIFIC eBooks· 2020· Book chapter
Introduction to Econometrics
- 3,514citations
- 2020year
Short summary
This book provides a comprehensive overview of econometric methods, covering linear regression, violations of assumptions, and special topics like time-series and panel data analysis.
AI-generated from the title and abstract; the full text is not read.
Key points
- Covers fundamental econometric concepts, including simple and multiple linear regression.
- Addresses violations of standard regression assumptions like heteroskedasticity and autocorrelation.
- Introduces advanced topics such as simultaneous equations, time-series analysis, and panel data.
- Includes appendices with data sets, web resources, and computer program information.
AI-generated from the title and abstract; the full text is not read.
Abstract
Foreword. Preface to the Second Edition. Preface to the Third Edition. Obituary. INTRODUCTION AND THE LINEAR REGRESSION MODEL. What is Econometrics? Statistical Background and Matrix Algebra. Simple Regression. *Multiple Regression. VIOLATION OF THE ASSUMPTIONS OF THE BASIC MODEL. *Heteroskedasticity. *Autocorrelation. Multicollinearity. *Dummy Variables and Truncated Variables. Simultaneous Equations Models. Nonlinear Regression, Models of Expectations, and Nonnormality. Errors in Variables. SPECIAL TOPICS. Diagnostic Checking, Model Selection, and Specification Testing. *Introduction to Time--Series Analysis. Vector Autoregressions, Unit Roots, and Cointegration. *Panel Data Analysis. *Large--Sample Theory. *Small--Sample Inference: Resampling Methods. Appendix A: *Data Sets. Appendix B:* Data Sets on the Web. Appendix C:* Computer Programs. Index.
The authors' abstract, as published at the source. WORLD SCIENTIFIC eBooks, 2020 · DOI ↗
Continue with a free account
Ask the paper: 3 free questions a day about this paper; save it, get its citation, new summaries every day for your field. Takeaways are Premium.
Continue free on the webSign in with Google or Apple; no card needed. You come back to this paper.
On your phone:
Field: Management Science and Operations Research
Management Science and Operations ResearchDecision Sciences