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TÃtulo : |
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 ; EconometrÃa ; Series temporales
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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) |
Link: |
https://biblioeco.unsa.edu.ar/pmb/opac_css/index.php?lvl=notice_display&id=34650 |
Ubicación : |
330.43 A824 |
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