Introduction to Econometrics/
by Christopher Dougherty
- 5th ed.
- U K: Oxford University Press, 2021.
- xvii,590p.
Review:Random Variables,Sampling,Estimation ,and Inference-- 1.Sample Regression Analysis-- 2.Properties of the Regression Coefficients and Hypothesis Testing-- 3.Multiple Regression Analysis-- 4.Nonlinear Models and Transformations of Variable-- 5.Dummy Variables-- 6.Specification of Regression Variables-- 7.Heteroskedasticity-- 8.Stochastic Regressors and Measurement Errors-- 9.Simultaneous Equations Estimation-- 10.Binary Choice and Limited Dependent Variable Models and Maximum Likelihood Estimation-- 11.Models Using Time Series Data-- 12.Autocorrelation-- 13.Introduction to Nonstationary Time Series-- 14.Introduction to Panel Data Models.