Cover: Introductory Econometrics, from Harvard University PressCover: Introductory Econometrics in HARDCOVER

Introductory Econometrics

Add to Cart

Product Details

HARDCOVER

$96.50 • £77.95 • €87.00

ISBN 9780674461079

Publication Date: 09/20/1998

Short

256 pages

6-1/8 x 9-1/4 inches

34 line illustrations, 5 tables

World

  • Preface
  • 1. Empirical Relations
    • Introduction
    • Data Sets
    • Other Resources
    • Exercises
  • 2. Fitting the Data
    • The Data
    • Least-Squares Fitting
    • Useful Algebra
    • Other Least-Squares Problem
    • Exercises
  • 3. Univariate Populations
    • Probability Distributions
    • Expected Values
    • Linear Function Rules
    • Prediction Problem
    • Continuous Probability Distributions
    • Normal Distributions
    • Exercises
  • 4. Bivariate Populations
    • Bivariate Probability Distributions
    • Derived Distributions
    • Additional Linear Function Rules
    • Prediction
    • Other Features
    • Exercises
  • 5. Inference about a Population Mean
    • Sampling Distributions
    • Sample Mean Theorem
    • Estimation
    • Asymptotic Distributions
    • Sample Variance
    • Further Inference
    • Practical Inference
    • Exercises
  • 6. Classical Regression Model
    • Introduction
    • Sampling
    • Classical Regression Model
    • Estimation
    • Violations
    • Exercises
  • 7. Inference in the Classical Model
    • Introduction
    • Standard Errors
    • Practical Inference
    • Hypothesis Testing
    • Functional Form
    • Exercises
  • 8. Prediction and Fit
    • Prediction
    • Coefficient of Determination
    • Using R2
    • Prediction Revisited
    • Exercises
  • 9. Multiple Regression: Preliminaries
    • Introduction
    • Fitting the Data
    • Interpretation
    • Coefficient of Determination
    • Trivariate Population
    • Exercises
  • 10. Multiple Regression: Classical Model
    • Model
    • Estimation
    • Inference
    • Short versus Long Regression
    • Exercises
  • 11. Multiple Regression: Applications
    • Introduction
    • Short versus Long Regression
    • Zero-Slope Null Hypothesis
    • Allocating R2
    • Relative Importance
    • Both Slopes Zero Null Hypothesis
    • Paradox?
    • Exercises
  • 12. Multiple Regression: General Case
    • Fitting the Data
    • Model
    • Estimation
    • Functional Form
    • Hypothesis Testing
    • Other Linear Hypotheses
    • Exercises
  • 13. Relaxing the Assumptions of the Classical Model
    • Background
    • Quadratic Regression
    • Heteroskedasticity
    • Autocorrelation
    • Random Sampling
    • Arbitrary Population
    • Exercises
  • 14. Heteroskedasticity
    • Introduction
    • Model
    • Least Squares
    • Weighted Least Squares
    • Knowledge of Variances
    • Practical Considerations
    • Exercises
  • 15. Autocorrelation: Preliminaries
    • Introduction
    • Model
    • Least-Squares Regression
    • Autocorrelated Data
    • Sample Autoregressions
    • Stochastic Processes
    • Caution
    • Exercises
  • 16. Regression with Autocorrelation
    • Introduction
    • Special Cases
    • Correcting Standard Errors
    • Generalized Difference Method
    • Practical Considerations
    • Testing against Autocorrelation
    • Caution
    • Lagged Dependent Variable
    • Exercises
  • 17. Binary Response Models
    • Binary Dependent Variable
    • Probability Distributions
    • Binary Response Model
    • Logistic Model
    • Probit Model
    • Interpretation
    • Goodness of Fit
    • Exercises
    • Appendix: Maximum-Likelihood Principle
    • 18. Simultaneity: Preliminaries
    • Simultaneous-Equation Models
    • A Supply-Demand Model
    • A Keynesian Model
    • Estimation
    • Interpretation
    • Exercises
  • 19. Models of Demand and Supply
    • Introduction
    • Structural Form
    • Reduced Form
    • Identification
    • Identification Revisited
    • Variants of the Model
    • Order Condition
    • Caution
    • Exercises
  • 20. Estimation of Simultaneous-Equation Models
    • Introduction
    • Indirect Least Squares
    • Two-Stage Least Squares
    • Caution
    • Empire Example
    • Rationale for Two-Stage Least Squares
    • Exercises
  • Appendix: Statistical Tables
  • References
  • Index

Recent News

Black lives matter. Black voices matter. A statement from HUP »

From Our Blog

Jacket: A Brief History of Equality, by Thomas Piketty, from Harvard University Press

Five Reasons Why You Should Read Thomas Piketty’s A Brief History of Equality

In his surprising and powerful new work, A Brief History of Equality, Thomas Piketty reminds us that the grand sweep of history gives us reasons to be optimistic. Over the centuries, he shows, we have been moving toward greater equality. We asked him about his impassioned new book: why he wrote it, how it’s optimistic, and what we need to do to continue making progress on creating an equitable world.