Principles of econometrics

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Principles of econometrics / R. Carter Hill, William E. Griffiths, Guay C. Lim

版:

4th ed

資料種別:

図書

出版情報:

Hoboken, N.J. : John Wiley, c2011

形態:

xxvi, 758 p. ; 27 cm

著者名:

ISBN:

9780470626733 [0470626739] (: hardback)

書誌ID:

BB05873836

子書誌情報

フルテキスト

所蔵情報

他の版・巻

書誌詳細

注記:

Includes index

主題:

BUSINESS & ECONOMICS / Econometrics bisacsh

言語:

英語

目次情報:

An Introduction to Econometrics / Chapter 1：

A Probability Primer

The Simple Linear Regression Model / Chapter 2：

Interval Estimation and Hypothesis Testing / Chapter 3：

Prediction, Goodness-of-Fit and Modeling Issues / Chapter 4：

The Multiple Regression Model / Chapter 5：

Further Inference in the Multiple Regression Model / Chapter 6：

Using Indicator Variables / Chapter 7：

Heteroskedasticity / Chapter 8：

Regression with Time Series Data: Stationary Variables / Chapter 9：

Random Regressors and Moment Based Estimation / Chapter 10：

Simultaneous Equations Models / Chapter 11：

Regression with Time Series Data: Nonstationary Variables / Chapter 12：

Vector Error Correction and Vector Autoregressive Models / Chapter 13：

Time-Varying Volatility and ARCH Models / Chapter 14：

Panel Data Models / Chapter 15：

Qualitative and Limited Dependent Variable Models / Chapter 16：

Mathematical Tools / Appendix A：

Probability Concepts / Appendix B：

Review of Statistical Inference / Appendix C：

An Introduction to Econometrics / Chapter 1：

A Probability Primer

The Simple Linear Regression Model / Chapter 2：

Interval Estimation and Hypothesis Testing / Chapter 3：

Prediction, Goodness-of-Fit and Modeling Issues / Chapter 4：

The Multiple Regression Model / Chapter 5：

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