Kacapyr, Elia.
A guide to basic econometric techniques/
Elia Kacapyr
- London: Routledge, 2015.
- vii, 286 p. : ill. ; 27 cm.
Chapter 1: The Nature of Econometrics;
Chapter 2: Simple Regression Analysis;
Chapter 3: Residual Statistics;
Chapter 4: Hypothesis Testing;
Chapter 5: Multiple Regression;
Chapter 6: Alternate Functional Forms;
Chapter 7: Dichotomous Variables;
Chapter 8: Properties of Ordinary Least-Squares Estimators;
Chapter 9: Multicollinearity;
Chapter 10: Heteroskedasticity;
Chapter 11: Serial Correlation;
Chapter 12: Time-Series Models.
Chapter 13: Forecasting with Regression Models
Chapter 14: Forecasting with ARIMA Models;
References
9780765644770
Econometrics
330.015195 / KAC/G