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Título : Fundamentals of applied econometrics
Tipo de documento: TEXTO IMPRESO
Autores: Richard A. Ashey
Editorial: New York : John Wiley
Fecha de publicación: 2012
Número de páginas: xxv, 710 p.
Dimensiones: 24 cm.
ISBN/ISSN/DL: 978-0-470-59182-6
Idioma : Inglés (eng)
Descriptores: Análisis de regresión ; Econometría ; Series temporales
Clasificación: 330.43 Econometría
Nota de contenido: 1. Introduction - 2. A review of probability theory - 3. Estimating the mean of a normally distributed randow variable - 4. Statistical inference on the mean of a normally distributed randow variable - 5. The bivariate regression model; introduction, assumptions, and parameter estimates - 6. The bivariate linear regression model: sampling distributions and estimator propeties - 7. The bivariate linear regression model: inference on B - 8. The bivariate regression model: r2 and prediction - 9. The multiple regression model - 10. Diagnostically checking and respecifying the multiple regression model: dealing with potential outliers and heteroscedasticity in the cross-sectional data case - 11. Stochastic regressors and endogeneity - 12. Instrumental variables estimation - 13. Diagnostically checking and respecifying the multiple regression model: the time-series data case (Part A) - 14. Diagnostically checking and respecifying the multiple regression model: the time-series data case (Part B) - 15. Regression modeling with panel data (Part A) - 16. Regression modeling with panel data (Part B) - 17. A concise introduction to time-series analysis and forecasting (Part A) - 18. A concise introduction to time-series analysis and forecasting (Part B) - 19. Parameter estimation beyond curve-fitting: mle (with an application to binary-choice models) and gmm (with an application to iv regression)
Ubicación : 330.43 A824
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