Get An Introduction to Econometrics: A Self-Contained Approach PDF

By Frank Westhoff

ISBN-10: 0262019221

ISBN-13: 9780262019224

This precise creation to econometrics presents undergraduate scholars with a command of regression research in a single semester, allowing them to know the empirical literature and adopt critical quantitative initiatives in their personal. It doesn't think any past publicity to likelihood and facts yet does talk about the innovations in those components which are crucial for econometrics. the majority of the textbook is dedicated to regression research, from basic to complex themes. scholars will achieve an intuitive knowing of the mathematical strategies; Java applet simulations at the book's site exhibit how the algebraic equations are derived within the textual content and are designed to enhance the $64000 concepts.After featuring the necessities of likelihood and information, the e-book covers easy regression research, a number of regression research, and complicated subject matters together with heteroskedasticity, autocorrelation, huge pattern houses, instrumental variables, dimension errors, passed over variables, panel info, simultaneous equations, and binary/truncated based variables. not obligatory chapters deal with extra likelihood and information themes. each one bankruptcy bargains examples, prep difficulties (bringing scholars "up to hurry" firstly of a chapter), overview questions, and routines. An accompanying web site deals scholars easy accessibility to Java simulations and information units (available in EViews, Stata, and Excel files). After a unmarried semester spent learning the fabric awarded during this ebook, scholars could be ready to take any of the various optional classes that use econometric techniques.• calls for no heritage in likelihood and information• 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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