Using econometrics: a practical guide
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Boston [u.a.]
Pearson Addison-Wesley
2006
|
| Ausgabe: | 5. ed., internat. ed. |
| Schriftenreihe: | The Addison-Wesley series in economics
|
| Schlagwörter: | |
| Links: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013200381&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Umfang: | XV, 639 S. graph. Darst. |
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Datensatz im Suchindex
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|---|---|
| adam_text | Contents
Preface, xi
part I THE BASIC REGRESSION MODEL 1
Chapter 1 An Overview of Regression Analysis 2
1.1 What Is Econometrics? 2
1.2 What Is Regression Analysis? 6
1.3 The Estimated Regression Equation 16
1.4 A Simple Example of Regression Analysis 19
1.5 Using Regression to Explain Housing Prices 21
1.6 Summary and Exercises 24
Chapter 2 Ordinary Least Squares 35
2.1 Estimating Single Independent Variable Models with OLS 35
2.2 Estimating Multivariate Regression Models with OLS 40
2.3 Evaluating the Quality of a Regression Equation 49
2.4 Describing the Overall Fit of the Estimated Model 50
2.5 An Example of the Misuse of R2 56
2.6 Summary and Exercises 58
Chapter 3 Learning to Use Regression Analysis 66
3.1 Steps in Applied Regression Analysis 66
3.2 Using Regression Analysis to Pick Restaurant Locations 75
3.3 Summary and Exercises 82
Chapter 4 The Classical Model 88
4.1 The Classical Assumptions 88
4.2 The Sampling Distribution of (3 97
4.3 The Gauss Markov Theorem and the Properties of OLS
Estimators 102
4.4 Standard Econometric Notation 104
4.5 Summary and Exercises 105
Chapter 5 Hypothesis Testing 112
5.1 What Is Hypothesis Testing? 113
5.2 Thet Test 121
5.3 Examples of t Tests 130
5.4 Limitations of the t Test 138
5.5 Summary and Exercises 142
5.6 Appendix: The F Test 152
part II VIOLATIONS OF THE CLASSICAL
ASSUMPTIONS 161
Chapter 6 Specification: Choosing the
Independent Variables 162
6.1 Omitted Variables 163
6.2 Irrelevant Variables 170
6.3 An Illustration of the Misuse of Specification Criteria 173
6.4 Specification Searches 176
6.5 An Example of Choosing Independent Variables 181
6.6 Summary and Exercises 185
6.7 Appendix: Additional Specification Criteria 197
Chapter 7 Specification: Choosing a Functional
Form 203
7.1 The Use and Interpretation of the Constant Term 204
7.2 Alternative Functional Forms 207
7.3 Lagged Independent Variables 220
7.4 Using Dummy Variables 222
7.5 Slope Dummy Variables 225
7.6 Problems with Incorrect Functional Forms 229
7.7 Summary and Exercises 232
Chapter 8 Multicollinearity 245
8.1 Perfect versus Imperfect Multicollinearity 246
8.2 The Consequences of Multicollinearity 250
8.3 The Detection of Multicollinearity 257
8.4 Remedies for Multicollinearity 260
8.5 Choosing the Proper Remedy 266
8.6 Summary and Exercises 273
8.7 Appendix: The SAT Interactive Regression Learning Exercise 285
Chapter 9 Serial Correlation 313
9.1 Pure versus Impure Serial Correlation 314
9.2 The Consequences of Serial Correlation 322
9.3 The Durbin Watson d Test 325
9.4 Remedies for Serial Correlation 330
9.5 Summary and Exercises 335
Chapter 10 Heteroskedasticity 346
10.1 Pure versus Impure Heteroskedasticity 347
10.2 The Consequences of Heteroskedasticity 353
10.3 Testing for Heteroskedasticity 355
10.4 Remedies for Heteroskedasticity 362
10.5 A More Complete Example 369
10.6 Summary and Exercises 376
Chapter 11 A Regression User s Handbook 390
11.1 A Regression User s Checklist and Guide 391
11.2 Running Your Own Regression Project 395
11.3 Economic Data 398
11.4 The Ethical Econometrician 402
11.5 Practical Advice for Applied Econometricians 404
11.6 Summary 413
11.7 Appendix: The Housing Price Interactive Exercise 414
part III EXTENSIONS OF THE BASIC
REGRESSION MODEL 419
Chapter 12 Time Series Models 420
12.1 Dynamic Models 421
12.2 Serial Correlation and Dynamic Models 427
12.3 Granger Causality 431
12.4 Spurious Correlation and Nonstationarity 432
12.5 Summary and Exercises 441
Chapter 13 Dummy Dependent Variable
Techniques 447
13.1 The Linear Probability Model 447
13.2 The Binomial Logit Mode 454
13.3 Other Dummy Dependent Variable Techniques 461
13.4 Summary and Exercises 464
Chapter 14 Simultaneous Equations 474
14.1 Structural and Reduced Form Equations 475
14.2 The Bias of Ordinary Least Squares (OLS) 481
14.3 Two Stage Least Squares (2SLS) 485
14.4 The Identification Problem 494
14.5 Summary and Exercises 499
14.6 Appendix: Errors in the Variables 507
Chapter 15 Forecasting 511
15.1 What Is Forecasting? 512
15.2 More Complex Forecasting Problems 517
15.3 ARIMA Models 525
15.4 Summary and Exercises 528
Chapter 16 Statistical Principles 533
(written by Gary Smith)
16.1 Probability Distributions 533
16.2 Sampling 547
16.3 Estimation 551
16.4 Hypothesis Tests 559
16.5 Summary and Exercises 566
Appendix A Answers to Even Numbered Exercises 573
Appendix B Statistical Tables 609
Index 625
|
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| discipline | Wirtschaftswissenschaften |
| edition | 5. ed., internat. ed. |
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| language | English |
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| spellingShingle | Studenmund, Arnold H. 1944- Using econometrics a practical guide Econometrics Regression analysis Ökonometrie (DE-588)4132280-0 gnd Regressionsanalyse (DE-588)4129903-6 gnd |
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| title | Using econometrics a practical guide |
| title_auth | Using econometrics a practical guide |
| title_exact_search | Using econometrics a practical guide |
| title_full | Using econometrics a practical guide A. H. Studenmund |
| title_fullStr | Using econometrics a practical guide A. H. Studenmund |
| title_full_unstemmed | Using econometrics a practical guide A. H. Studenmund |
| title_short | Using econometrics |
| title_sort | using econometrics a practical guide |
| title_sub | a practical guide |
| topic | Econometrics Regression analysis Ökonometrie (DE-588)4132280-0 gnd Regressionsanalyse (DE-588)4129903-6 gnd |
| topic_facet | Econometrics Regression analysis Ökonometrie Regressionsanalyse Einführung Lehrbuch |
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