Introduction to econometrics /Christopher Dougherty.
General Material Designation
[Book]
EDITION STATEMENT
Edition Statement
3rd ed.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Oxford ;New York :
Name of Publisher, Distributor, etc.
: Oxford University Press
Date of Publication, Distribution, etc.
, 2007.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xiii, 464 p.
Other Physical Details
:ill.
Dimensions
;25 cm.
GENERAL NOTES
Text of Note
English
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references (p. [451]-453) and indexes.
CONTENTS NOTE
Text of Note
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.