Econometrics
Book information
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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