Download e-book for kindle: An Introduction to Econometrics: A Self-Contained Approach by Frank Westhoff

By Frank Westhoff

ISBN-10: 0262019221

ISBN-13: 9780262019224

This designated advent to econometrics presents undergraduate scholars with a command of regression research in a single semester, allowing them to understand the empirical literature and adopt severe quantitative tasks in their personal. It doesn't think any past publicity to likelihood and facts yet does speak about the strategies in those components which are crucial for econometrics. the majority of the textbook is dedicated to regression research, from easy to complicated themes. scholars will achieve an intuitive figuring out of the mathematical suggestions; Java applet simulations at the book's web site show how the algebraic equations are derived within the textual content and are designed to augment the $64000 concepts.After proposing the necessities of chance and facts, the booklet covers uncomplicated regression research, a number of regression research, and complicated themes together with heteroskedasticity, autocorrelation, huge pattern homes, instrumental variables, dimension blunders, passed over variables, panel facts, simultaneous equations, and binary/truncated based variables. not obligatory chapters deal with extra chance and information issues. every one bankruptcy deals examples, prep difficulties (bringing scholars "up to hurry" first and foremost of a chapter), evaluation questions, and workouts. An accompanying web site deals scholars quick access to Java simulations and knowledge units (available in EViews, Stata, and Excel files). After a unmarried semester spent getting to know the fabric offered during this ebook, scholars might be ready to take any of the numerous non-obligatory classes that use econometric techniques.• calls for no history in likelihood and records• Regression research concentration• "Econometrics lab" with Java applet simulations on accompanying Website

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An Introduction to Econometrics: A Self-Contained Approach (MIT Press) by Frank Westhoff


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