Introduction to Econometrics
- List Price: $72.95
- Binding: Hardcover
- Publisher: Oxford University Press
- Publish date: 02/01/1991
Description:
REVIEW: Random Variables and Sampling Theory1. Covariance, Variance, and Correlation2. Simple Regression Analysis3. Properties of the Regression Coefficients and Hypothesis Testing4. Transformations of Variables5. Multiple Regression Analysis6. Specification of Regression Variables: A Preliminary Skirmish7. Heteroscedasticity and Autocorrelated Disturbance Terms8. Stochastic Regressors and Measurement Errors9. Dummy Variables10. Modelling Dynamic Processes11. Simultaneous Equations Estimation12. What Next?
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