http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
1 online resource (xiv, 396 pages) : illustrations
This textbook teaches some of the basic econometric methods and the underlying assumptions behind them. It also includes a simple and concise treatment of more advanced topics in time-series, limited dependent variables and panel data models, as well as specification testing, Gauss-Newton regressions and regression diagnostics. Some of the strengths of this book lie in presenting difficult material in a simple, yet rigorous manner. The exercises contain theoretical problems that should supplement the understanding of the material in each chapter.In addition, the book has a set of empirical illustrations demonstrating some of the basic results learned in each chapter. The empirical exercises are solved using several econometric software packages.
Preface -- Part 1: What is Econometrics?- A Review of Some Basic Statistical Concepts -- Simple Linear Regression -- Multiple Regression Analysis -- Violations of the Classical Assumptions -- Distributed Lags and Dynamic Models -- Part II: The General Linear Model: The Basics -- Regression Diagnostics and Specification Tests -- Generalized Least Squares -- Seemingly Unrelated Regressions -- Simultaneous Equations Model -- Pooling Time-Series of Cross-Section Data -- Limited Dependent Variables -- Times-Series Models -- Index.
Includes bibliographical references and index.