Suchergebnisse

Cover -- Title Page -- Table of Contents -- Introduction -- Part I: Getting Started with Econometrics -- Chapter 1: Econometrics: The Economist's Approach to Statistical Analysis -- Chapter 2: Getting the Hang of Probability -- Chapter 3: Making Inferences and Testing Hypotheses -- Part II: Building the Classical Linear Regression Model -- Chapter 4: Understanding the Objectives of Regression Analysis -- Chapter 5: Going Beyond Ordinary with the Ordinary Least Squares Technique -- Chapter 6: Assumptions of OLS Estimation and the Gauss-Markov Theorem -- Chapter 7: The Normality Assumption and Inference with OLS -- Part III: Working with the Classical Regression Model -- Chapter 8: Functional Form, Specification, and Structural Stability -- Chapter 9: Regression with Dummy Explanatory Variables -- Part IV: Violations of Classical Regression Model Assumptions -- Chapter 10: Multicollinearity -- Chapter 11: Heteroskedasticity -- Chapter 12: Autocorrelation -- Part V: Discrete and Restricted Dependent Variables in Econometrics -- Chapter 13: Qualitative Dependent Variables -- Chapter 14: Limited Dependent Variable Models -- Part VI: Extending the Basic Econometric Model -- Chapter 15: Static and Dynamic Models -- Chapter 16: Diving into Pooled Cross-Section Analysis -- Chapter 17: Panel Econometrics -- Part VII: The Part of Tens -- Chapter 18: Ten Components of a Good Econometrics Research Project -- Chapter 19: Ten Common Mistakes in Applied Econometrics -- Appendix: Statistical Tables -- Cheat Sheet.

" ... highlights recent advances in statistical theory and methods that benefit econometric practice. It deals with exploratory data analysis, a prerequisite to statistical modelling and part of data mining. It provides recently developed computational tools useful for data mining, analysing the reasons to do data mining and the best techniques to use in a given situation. Provides a detailed description of computer algorithms. Provides recently developed computational tools useful for data mining -- Highlights recent advances in statistical theory and methods that benefit econometric practice. Features examples with real life data."--Provided by publisher