Econometrics

Authors:

ISBN: 978-3-642-20058-8 (Print) 978-3-642-20059-5 (Online)

Table of contents (14 chapters)

  1. Front Matter

    Pages i-xv

  2. Part I

    1. Front Matter

      Pages 1-1

    2. No Access

      Book Chapter

      Pages 3-12

      What Is Econometrics?

    3. No Access

      Book Chapter

      Pages 13-47

      Basic Statistical Concepts

    4. No Access

      Book Chapter

      Pages 49-72

      Simple Linear Regression

    5. No Access

      Book Chapter

      Pages 73-93

      Multiple Regression Analysis

    6. No Access

      Book Chapter

      Pages 95-129

      Violations of the Classical Assumptions

    7. No Access

      Book Chapter

      Pages 131-147

      Distributed Lags and Dynamic Models

  3. Part II

    1. Front Matter

      Pages 149-149

    2. No Access

      Book Chapter

      Pages 151-177

      The General Linear Model: The Basics

    3. No Access

      Book Chapter

      Pages 179-221

      Regression Diagnostics and Specification Tests

    4. No Access

      Book Chapter

      Pages 223-239

      Generalized Least Squares

    5. No Access

      Book Chapter

      Pages 241-256

      Seemingly Unrelated Regressions

    6. No Access

      Book Chapter

      Pages 257-303

      Simultaneous Equations Model

    7. No Access

      Book Chapter

      Pages 305-332

      Pooling Time-Series of Cross-Section Data

    8. No Access

      Book Chapter

      Pages 333-371

      Limited Dependent Variables

    9. No Access

      Book Chapter

      Pages 373-396

      Time-Series Analysis

  4. Back Matter

    Pages 397-410