Elements of econometrics

Description

This study guide was written by Christopher Dougherty for the module "20 Elements of Econometrics" which he teaches at the University of London and is used with kind permission from the university. It may, therefore, contain some specific references to the module which can be ignored by students using the book on other courses. The study guide includes appendices containing advice on exam preparation and practice questions.Contents: Introduction What is econometrics and why study it? Review Random variables, Sampling, and Estimation Chapter 01 Simple regression analysis Chapter 02 Properties of the regression coefficients and hypothesis testing Chapter 03 Multiple regression analysis Chapter 04 Transformations of variables Chapter 05 Dummy variables Chapter 06 Specification of regression variables Chapter 07 Heteroscedasticity Chapter 08 Stochastic regressors and measurement errors Chapter 09 Simultaneous equations estimation Chapter 10 Binary choice and limited dependent models, and maximum likelihood estimation Chapter 11 Models using time series data Chapter 12 Properties of regression models with time series data Chapter 13 Introduction to non-stationary time series Chapter 14 Introduction to panel data models Chapter 15 Regression analysis with linear algebra primer Appendices Exam preparation, questions and tables