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Introduction to econometrics/ Christopher Dougherty

By: Dougherty, ChristopherMaterial type: Text

TextPublication details: New Delhi: Oxford University Press, 2010Edition: 3rd edDescription: xiii, 464 p. : ill. ; 25 cmISBN: 9780199280964Subject(s): EconometricsDDC classification: 330.015195

Contents:

Review : random variables, sampling, and estimation -- Simple regression analysis -- Properties of the regression coefficients and hypothesis testing -- Multiple regression analysis -- Transformations of variables -- Dummy variables --- Specification of regression variables : a preliminary skirmish -- Heteroscedasticity -- Stochastic regressors and measurement errors -- Simultaneous equations estimation -- Binary choice and limited dependent variable models, and maximum likelihood estimation -- Models using time series data -- Properties of regression models with time series data -- Introduction to nonstationary time series -- Introduction to panel data models.

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode	Item holds
General Books	Central Library, Sikkim University General Book Section	330.015195 DOU/I (Browse shelf(Opens below))	Checked out	16/02/2021	P07602

Total holds: 0

Review : random variables, sampling, and estimation --
Simple regression analysis --
Properties of the regression coefficients and hypothesis testing --
Multiple regression analysis --
Transformations of variables --
Dummy variables ---
Specification of regression variables : a preliminary skirmish --
Heteroscedasticity --
Stochastic regressors and measurement errors --
Simultaneous equations estimation --
Binary choice and limited dependent variable models, and maximum likelihood estimation --
Models using time series data --
Properties of regression models with time series data --
Introduction to nonstationary time series --
Introduction to panel data models.

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