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Introduction to Econometrics / Christopher Dougherty.

By: Material type: TextTextPublication 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
Item type Current library Collection Call number Vol info Status Date due Barcode Item holds
Book - Borrowing Book - Borrowing Central Library First floor Baccah 330.015195 DOU (Browse shelf(Opens below)) Available 000029154
Book - Borrowing Book - Borrowing Central Library First floor Baccah 330.015195 DOU (Browse shelf(Opens below)) Available 000029155
NB - Book (Non borrowing) NB - Book (Non borrowing) Central Library First floor Baccah 330.015195 DOU (Browse shelf(Opens below)) Not for loan 000018515
Book - Borrowing Book - Borrowing Central Library First floor Baccah 330.015195 DOU (Browse shelf(Opens below)) Available 000018516
Book - Borrowing Book - Borrowing Central Library First floor Baccah 330.015195 DOU (Browse shelf(Opens below)) Available 000018517
Book - Borrowing Book - Borrowing Central Library First floor Alahram 330.015195 DOU (Browse shelf(Opens below)) Available 000010183
Book - Borrowing 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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