Practical Econometrics Data Collection, Analysis and Application
- New York: Mc Graw Hill, 2020.
- 553p.
Part 1: The Basics1.An Introduction to Econometrics, Statistical Inference, and Data Collection2.Collection and Management of Data3.Summary StatisticsPart 2: Linear Regression Analysis4.Simple Linear Regression5.Hypothesis Testing in Linear Regression Analysis6.Multiple Linear Regression Analysis7.Qualitative Variables and Non-Linearities in Multiple Linear Regression Analysis8.Model Selection in Multiple Linear Regression AnalysisPart 3: Violations of Assumptions9.Heteroskedasticity10.Time Series Analysis11.AutocorrelationPart 4: Advanced Topics in Econometrics