Introduction to econometrics Christopher Dougherty
Material type: TextLanguage: English Publication details: New Delhi Oxford university press c2011Edition: 4th edDescription: xvii; 573 P.BISBN: 9780199650507Subject(s): Introduction to econometricsDDC classification: R 330.015195 DOU(INT)Ed4Item type | Current library | Collection | Call number | Vol info | Copy number | Status | Date due | Barcode | Item holds |
---|---|---|---|---|---|---|---|---|---|
Reference Economics | St. Xavier's University, Kolkata Reference Section | Reference | R 330.015195 DOU(INT)Ed4 (Browse shelf (Opens below)) | S.X.U.K | 5184 | Not For Loan | UE70 |
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
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