Econometrics: A Simple Introduction - Couverture souple

Livre 7 sur 20: Simple Introductions

Erickson, K. H.

 
9781496013866: Econometrics: A Simple Introduction
Couverture souple
ISBN 10 : 1496013867 ISBN 13 : 9781496013866
Editeur : CreateSpace Independent Publishing Platform, 2014

Synopsis

Econometrics: A Simple Introduction offers an accessible guide to the principles and methods of econometrics, with data samples, regressions, equations and diagrams to illustrate the analysis.


Examine a linear and multiple regression model, ordinary least squares method, and the Gauss-Markov conditions for a best linear unbiased estimator.


Understand hypothesis testing, with a null hypothesis, t, F or chi-square test statistics and distributions, and interpret regression results. Dummy variables model qualitative data and Chow tests assess regression equivalence.


Explore heteroscedasticity with the White method and with generalized least squares, Goldfeld-Quandt, Breusch-Pagan, and White tests. Assess autocorrelation with Durbin-Watson, Durbin h, and Breusch-Godfrey tests, lagged variables and auxiliary regressions.


Assess the impact of omitted variables, incorrect variables or functional form, and a non-normal distribution with Ramsey RESET and Jarque-Bera tests. Model random variables with the Method of Moments’ estimators, instrumental variables and Hausman test.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

Econometrics: A Simple Introduction offers an accessible guide to the principles and methods of econometrics, with data samples, regressions, equations and diagrams to illustrate the analysis.


Examine a linear and multiple regression model, ordinary least squares method, and the Gauss-Markov conditions for a best linear unbiased estimator.


Understand hypothesis testing, with a null hypothesis, t, F or chi-square test statistics and distributions, and interpret regression results. Dummy variables model qualitative data and Chow tests assess regression equivalence.


Explore heteroscedasticity with the White method and with generalized least squares, Goldfeld-Quandt, Breusch-Pagan, and White tests. Assess autocorrelation with Durbin-Watson, Durbin h, and Breusch-Godfrey tests, lagged variables and auxiliary regressions.


Assess the impact of omitted variables, incorrect variables or functional form, and a non-normal distribution with Ramsey RESET and Jarque-Bera tests. Model random variables with the Method of Moments’ estimators, instrumental variables and Hausman test.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
CreateSpace Independent Publishing Platform
Date d'édition
2014
Langue
anglais
ISBN 10 
1496013867
ISBN 13 
9781496013866
Reliure
Broché
Nombre de pages
100
Coordonnées du fabricant
Manufactured by Amazon on behalf of the author
https://www.amazon.fr/hz/contact-us

c/o Amazon Media EU S.à.r.l., 38 Avenue John F. Kennedy
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Luxembourg