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Introduction to Econometrics / Christopher Dougherty.

By: Material type: TextPublication details: Oxford : Oxford University Press, c2007.Edition: 3rd edDescription: xiii, 464 p. : ill. ; 25 cmISBN:
  • 9780199280964
  • 0199280967
Subject(s): DDC classification:
  • 330.015195 DOU 22
Online resources:
Contents:
Review : random variables, sampling, and estimation -- Simple regression analysis -- Properties of the regression coefficients and hypothesis testing -- Multiple regression analysis -- Transformations of variables -- Dummy variables --- Specification of regression variables : a preliminary skirmish -- Heteroscedasticity -- Stochastic regressors and measurement errors -- Simultaneous equations estimation -- Binary choice and limited dependent variable models, and maximum likelihood estimation -- Models using time series data -- Properties of regression models with time series data -- Introduction to nonstationary time series -- Introduction to panel data models.
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Holdings
Cover image Item type Current library Home library Collection Shelving location Call number Materials specified Vol info URL Copy number Status Notes Date due Barcode Item holds Item hold queue priority Course reserves
Book - Borrowing Central Library First floor Baccah 330.015195 DOU (Browse shelf(Opens below)) Available 000029154
Book - Borrowing Central Library First floor Baccah 330.015195 DOU (Browse shelf(Opens below)) Available 000029155
NB - Book (Non borrowing) Central Library First floor Baccah 330.015195 DOU (Browse shelf(Opens below)) Not for loan 000018515
Book - Borrowing Central Library First floor Baccah 330.015195 DOU (Browse shelf(Opens below)) Available 000018516
Book - Borrowing Central Library First floor Baccah 330.015195 DOU (Browse shelf(Opens below)) Available 000018517
Book - Borrowing Central Library First floor Alahram 330.015195 DOU (Browse shelf(Opens below)) Available 000010183
Book - Borrowing Central Library First floor Baccah 330.015195 DOU (Browse shelf(Opens below)) 6993 Available 000015794
Total holds: 0

Includes bibliographical references and indexes.

Review : random variables, sampling, and estimation -- Simple regression analysis -- Properties of the regression coefficients and hypothesis testing -- Multiple regression analysis -- Transformations of variables -- Dummy variables --- Specification of regression variables : a preliminary skirmish -- Heteroscedasticity -- Stochastic regressors and measurement errors -- Simultaneous equations estimation -- Binary choice and limited dependent variable models, and maximum likelihood estimation -- Models using time series data -- Properties of regression models with time series data -- Introduction to nonstationary time series -- Introduction to panel data models.

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