ENGLISH

Econometrics

Book information

Publisher
Springer Berlin Heidelberg
Year
2002
ISBN
9783540435013, 9783662046937
Language
english
Format
PDF
Filesize
23 MB (24501103 bytes)
Pages
\405
Time added
2020-08-30 06:11:09

Description

Front Matter....Pages I-XV Front Matter....Pages 1-1 What is Econometrics?....Pages 3-12 Basic Statistical Concepts....Pages 13-50 Simple Linear Regression....Pages 51-76 Multiple Regression Analysis....Pages 77-98 Violations of the Classical Assumptions....Pages 99-135 Distributed Lags and Dynamic Models....Pages 137-154 Front Matter....Pages 155-155 The General Linear Model: The Basics....Pages 157-185 Regression Diagnostics and Specification Tests....Pages 187-233 Generalized Least Squares....Pages 235-251 Seemingly Unrelated Regressions....Pages 253-268 Simultaneous Equations Model....Pages 269-305 Pooling Time-Series of Cross-Section Data....Pages 307-329 Limited Dependent Variables....Pages 331-359 Time-Series Analysis....Pages 361-385 Back Matter....Pages 387-401

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