Essentials of EconometricsAn introduction to econometrics and its applications. The text emphasizes the intuition behind econometric analysis and contains examples from economics, finance, marketing and management to explain concepts. |
Contents
THE NATURE AND SCOPE OF ECONOMETRICS | 1 |
A REVIEW OF BASIC STATISTICAL CONCEPTS | 17 |
PROBLEMS | 54 |
Copyright | |
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Common terms and phrases
assumption autocorrelation average B₁ B₂ B₂X Chapter CLRM collinearity computed confidence interval constant consumption expenditure correlation data given demand function dependent variable discussed dummy variable Durbin-Watson Econometrics elasticity Equation error term example expected value explanatory variables F value following regression given in Eq given in Table heteroscedasticity homoscedastic hypothesis testing income intercept lagged least squares level of significance linear regression linear regression model log-linear model logit mean value multicollinearity multiple regression negative normal distribution Note null hypothesis observations OLS estimators P/E ratio parameters percent probability distribution probability of obtaining problem quantity demanded R² values random sample random variables regres regression coefficient regression line regression results reject the null relationship residuals sample mean shown in Figure shows slope coefficient specification error standard errors statistically significant transformation true type I error widget X₁ X2 and X3 Y₁ zero
References to this book
Multilevel Analysis for Applied Research: It's Just Regression! Robert Bickel No preview available - 2007 |