St. Xavier's University, Kolkata
Fr. Arrupe Central Library
Online Public Access Catalogue
Dougherty, Christopher

Introduction to econometrics Christopher Dougherty - 4th ed. - New Delhi Oxford university press c2011 - xvii; 573 P.B

Review : Random variables, Sampling, and Estimation
1. Simple Regression Analysis
2. Properties of the regression coefficients and hypothesis testing
3. Multiple regression analysis
4. Nonlinear models and transformations of variables
5. Dummy variables
6. Specification of regression variables
7. Heteroscedasticity
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


Includes subject index and appendix


9780199650507 860


Introduction to econometrics

R 330.015195 DOU(INT)Ed4
St. Xaviers University, Kolkata
St. Xavier's University, Kolkata ,Action Area III B, New Town, Kolkata - 700 160


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