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