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Synopsis
Econometrics, the application of statistical principles to the quantification of economic models, is a compulsory component of European economics degrees. This text provides an introduction to this complex topic for students who are not outstandingly proficient in mathematics. It does this by providing the student with an analytical and an intuitive understanding of the classical linear regression model. Mathematical notation is kept simple and step-by-step verbal explanations of mathematical proofs are provided to facilitate a full understanding of the subject. The text also contains a large number of practical exercises for students to follow up and practice what they have learnt. Originally published in the USA, this new edition has been substantially updated and revised with the inclusion of new material on specification tests, binary choice models, tobit analysis, sample selection bias, nonstationary time series, and unit root tests and basic cointegration. The new edition is also acompanied by a website with Powerpoint slideshows giving a parallel graphical treatment of topics treated in the book, cross-section and time series data sets, manuals for practical exercises, and lecture note extending the text.
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About the Author
Christopher Dougherty is a Senior Lecturer in Economics at the London School of Economics
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- PublisherOUP Oxford
- Publication date2002
- ISBN 10 0198776438
- ISBN 13 9780198776437
- BindingPaperback
- LanguageEnglish
- Edition number2
- Number of pages424
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Introduction to Econometrics
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ISBN 13: 9780198776437
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Introduction to Econometrics, 2nd Ed.
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Introduction to Econometrics, 2nd Ed.
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ISBN 10: 0198776438
ISBN 13: 9780198776437
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Introduction to Econometrics
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Introduction to Econometrics
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Introduction to Econometrics
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Introduction to Econometrics
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