Econometrics: A Simple Introduction Econometrics: A Simple Introduction
Simple Introductions

Econometrics: A Simple Introduction

K.H. Erickson
    • €6.99
    • €6.99

Publisher Description

Econometrics: A Simple Introduction offers an accessible guide to the principles and methods of econometrics, with data samples, regressions, equations and diagrams to illustrate the analysis.

Examine a linear and multiple regression model, ordinary least squares method, and the Gauss-Markov conditions for a best linear unbiased estimator.

Understand hypothesis testing, with a null hypothesis, t, F or chi-square test statistics and distributions, and interpret regression results. Dummy variables model qualitative data and Chow tests assess regression equivalence.

Explore heteroscedasticity with the White method and with generalized least squares, Goldfeld-Quandt, Breusch-Pagan, and White tests. Assess autocorrelation with Durbin-Watson, Durbin h, and Breusch-Godfrey tests, lagged variables and auxiliary regressions.

Assess the impact of omitted variables, incorrect variables or functional form, and a non-normal distribution with Ramsey RESET and Jarque-Bera tests. Model random variables with the Method of Moments' estimators, instrumental variables and Hausman test.

GENRE
Business & Personal Finance
RELEASED
2014
2 March
LANGUAGE
EN
English
LENGTH
72
Pages
PUBLISHER
K.H. Erickson
PROVIDER INFO
Draft2Digital, LLC
SIZE
233.7
KB

More Books Like This

Econometrics For Dummies Econometrics For Dummies
Econometrics For Dummies
2013
Mostly Harmless Econometrics Mostly Harmless Econometrics
Mostly Harmless Econometrics
2008
Even You Can Learn Statistics: A Guide for Everyone Who Has Ever Been Afraid of Statistics Even You Can Learn Statistics: A Guide for Everyone Who Has Ever Been Afraid of Statistics
Even You Can Learn Statistics: A Guide for Everyone Who Has Ever Been Afraid of Statistics
2009
Mastering 'Metrics Mastering 'Metrics
Mastering 'Metrics
2014
Doing Economics Doing Economics
Doing Economics
2020
Advances in Financial Machine Learning Advances in Financial Machine Learning
Advances in Financial Machine Learning
2018

More Books by K.H. Erickson

Applied Econometrics: A Simple Introduction Applied Econometrics: A Simple Introduction
Applied Econometrics: A Simple Introduction
2015
Corporate Finance: A Simple Introduction Corporate Finance: A Simple Introduction
Corporate Finance: A Simple Introduction
2018
Security Valuation: A Simple Introduction Security Valuation: A Simple Introduction
Security Valuation: A Simple Introduction
2016
Environmental Economics: A Simple Introduction Environmental Economics: A Simple Introduction
Environmental Economics: A Simple Introduction
2016
International Relations: A Simple Introduction International Relations: A Simple Introduction
International Relations: A Simple Introduction
2015
Investment Formulas: A Simple Introduction Investment Formulas: A Simple Introduction
Investment Formulas: A Simple Introduction
2014

Other Books in This Series

Applied Econometrics: A Simple Introduction Applied Econometrics: A Simple Introduction
Applied Econometrics: A Simple Introduction
2015
Corporate Finance: A Simple Introduction Corporate Finance: A Simple Introduction
Corporate Finance: A Simple Introduction
2018
Security Valuation: A Simple Introduction Security Valuation: A Simple Introduction
Security Valuation: A Simple Introduction
2016
Environmental Economics: A Simple Introduction Environmental Economics: A Simple Introduction
Environmental Economics: A Simple Introduction
2016
International Relations: A Simple Introduction International Relations: A Simple Introduction
International Relations: A Simple Introduction
2015
Investment Formulas: A Simple Introduction Investment Formulas: A Simple Introduction
Investment Formulas: A Simple Introduction
2014