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Titel: Essentials of Econometrics.
Verlag: McGraw-Hill, New York
Einband: Soft cover
Auflage: 1st Edition
xxii 466p large paperback, cover laminated for library use, small huirt to top of spinem minor library traces, very little used but a few pencil ticks and marks, first edition with appendices, tables, bibliog, index, still very good. Buchnummer des Verkäufers PAB 153933
Inhaltsangabe: A user-friendly introduction to econometric theory and techniques, especially linear regression analysis. Extensive examples, careful explanations, and a wide variety of problem material enable students to understand the econometric techniques. Includes disk.
New Chapter 15 covering simultaneous equation models. The key concepts of the simultaneity problem, the identification problem, indirect least-squares (ILS) and two-stage least-squares (2SLS) are introduced.
An appendix to Chapter 1 provides a list of web sites directing the student to a variety of economic data.
Chapter 3 now covers bootstrap sampling. Monte Carlo (simulation) experiments are introduced in extending the discussion of the sampling, or probability, distribution of a random variable and the Central Limit Theorem (CLT).
Chapter 11 on heteroscedasticity includes White's general test of heteroscedasticity and White's heteroscedasticity-corrected standard errors and t-statistics.
· Chapter 14, Selected Topics in Single Regression includes spurious regression, the unit root text of nonstationarity and random-walk models.
Data Disk included in text
Answers to odd-numbered problems included in text.
Introduces econometrics to the beginner in a relaxed but informative style.
Very little algebra or calculus used. Only very easy proofs used.
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AbeBooks Verkäufer seit: 10. Juli 2002
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