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Introduction to econometrics / Christopher Dougherty.

By: Material type: TextPublication details: Oxford ; New York : Oxford University Press, 2007.Edition: 3rd edDescription: xiii, 464 p. : ill. ; 25 cmISBN:
  • 0199280967
  • 9780199280964
Subject(s): DDC classification:
  • 330.01/5195 22
Contents:
Review : random variables, sampling, and estimation -- Simple regression analysis -- Properties of the regression coefficients and hypothesis testing -- Multiple regression analysis -- Transformations of variables -- Dummy variables --- Specification of regression variables : a preliminary skirmish -- Heteroscedasticity -- Stochastic regressors and measurement errors -- Simultaneous equations estimation -- Binary choice and limited dependent variable models, and maximum likelihood estimation -- Models using time series data -- Properties of regression models with time series data -- Introduction to nonstationary time series -- Introduction to panel data models.
Holdings
Cover image Item type Current library Home library Collection Shelving location Call number Materials specified Vol info URL Copy number Status Notes Date due Barcode Item holds Item hold queue priority Course reserves
Main RTC Library Main opac Main TEST 330 DOU 1 Available 30013631
Main RTC Library Main opac Main TEST 330 DOU 2 Available 30013663
Main RTC Library Main opac Main TEST 330 DOU 3 Available 30013576
Main RTC Library Main opac Main TEST 330 DOU 4 Available 30013580
Total holds: 0

Includes bibliographical references (p. [451]-453) and indexes.

Review : random variables, sampling, and estimation -- Simple regression analysis -- Properties of the regression coefficients and hypothesis testing -- Multiple regression analysis -- Transformations of variables -- Dummy variables --- Specification of regression variables : a preliminary skirmish -- Heteroscedasticity -- Stochastic regressors and measurement errors -- Simultaneous equations estimation -- Binary choice and limited dependent variable models, and maximum likelihood estimation -- Models using time series data -- Properties of regression models with time series data -- Introduction to nonstationary time series -- Introduction to panel data models.

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