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

Introductory Econometrics

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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

Related Subjects

  • 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

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