  # Introductory Econometrics

### Arthur S. Goldberger

#### Product Details

HARDCOVER

Print on Demand

\$99.00 • £86.95 • €90.95

ISBN 9780674461079

Publication Date: 09/20/1998

Short

256 pages

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

34 line illustrations, 5 tables

World

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#### 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
• 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
• 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
• 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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