An introduction to econometrics and its applications. The text emphasizes the intuition behind econometric analysis and contains examples from economics, finance, marketing and management to explain concepts.
"synopsis" may belong to another edition of this title.
New Chapter 15 covering simultaneous equation models. The key concepts of the simultaneity problem, the identification problem, indirect least-squares (ILS) and two-stage least-squares (2SLS) are introduced.
An appendix to Chapter 1 provides a list of web sites directing the student to a variety of economic data.
Chapter 3 now covers bootstrap sampling. Monte Carlo (simulation) experiments are introduced in extending the discussion of the sampling, or probability, distribution of a random variable and the Central Limit Theorem (CLT).
Chapter 11 on heteroscedasticity includes White's general test of heteroscedasticity and White's heteroscedasticity-corrected standard errors and t-statistics.
· Chapter 14, Selected Topics in Single Regression includes spurious regression, the unit root text of nonstationarity and random-walk models.
Data Disk included in text
Answers to odd-numbered problems included in text.
Introduces econometrics to the beginner in a relaxed but informative style.
Very little algebra or calculus used. Only very easy proofs used.
"About this title" may belong to another edition of this title.
Book Description Mcgraw-Hill College, 1992. Hardcover. Book Condition: New. First Printing. Bookseller Inventory # DADAX0070251940
Book Description Mcgraw-Hill College, 1992. Hardcover. Book Condition: New. New item. Bookseller Inventory # QX-199-04-3515003
Book Description Book Condition: Brand New. Book Condition: Brand New. Bookseller Inventory # 97800702519461.0