A practical guide to using econometrics:
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Weitere beteiligte Personen: | |
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Harlow, England ; Boston
Pearson
[2017]
|
| Ausgabe: | Seventh edition, global edition |
| Schlagwörter: | |
| Links: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028978097&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028978097&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA |
| Beschreibung: | Authorized adaptation from the United States edition, entitled Using econometrics: a practical guide, 7th edition, ISBN 978-0-13-418274-2 by A. H. Studenmund, published by Pearson Education ©2017 |
| Umfang: | 572 Seiten Illustrationen, Diagramme 24 cm |
| ISBN: | 9781292154091 1292154098 |
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| adam_text | USING ECONOMETRICS
/ STUDENMUND, A. H.YYEAUTHOR
: 2016
TABLE OF CONTENTS / INHALTSVERZEICHNIS
AN OVERVIEW OF REGRESSION ANALYSIS
ORDINARY LEAST SQUARES
LEARNING TO USE REGRESSION ANALYSIS
THE CLASSICAL MODEL
HYPOTHESIS TESTING AND STATISTICAL INFERENCE
SPECIFICATION: CHOOSING THE INDEPENDENT VARIABLES
SPECIFICATION: CHOOSING A FUNCTIONAL FORM
MULTICOLLINEARITY
SERIAL CORRELATION
HETEROSKEDASTICITY
RUNNING YOUR OWN REGRESSION PROJECT
TIME-SERIES MODELS
DUMMY DEPENDENT VARIABLE TECHNIQUES
SIMULTANEOUS EQUATIONS
FORECASTING
EXPERIMENT
DIESES SCHRIFTSTCK WURDE MASCHINELL ERZEUGT.
Titel: Using econometrics
Autor: Studenmund, Arnold H
Jahr: 2017
CONTENTS
Preface 13
Chapter 1 An Overview of Regression Analysis 19
1.1 What Is Econometrics? 19
1.2 What Is Regression Analysis? 23
1.3 The Estimated Regression Equation 32
1.4 A Simple Example of Regression Analysis 35
1.5 Using Regression Analysis to Explain Housing Prices 38
1.6 Summary and Exercises 41
1.7 Appendix: Using Stata 48
Chapter 2 Ordinary Least Squares 53
2.1 Estimating Single-Independent-Variable
Models with OLS 53
2.2 Estimating Multivariate Regression Models with OLS 58
2.3 Evaluating the Quality of a Regression Equation 67
2.4 Describing the Overall Fit of the Estimated Model 68
2.5 An Example of the Misuse of R2 73
2.6 Summary and Exercises 75
2.7 Appendix: Econometric Lab #1 81
Chapter 3 Learning to Use Regression Analysis 83
3.1 Steps in Applied Regression Analysis 84
3.2 Using Regression Analysis to Pick Restaurant Locations 91
3.3 Dummy Variables 97
3.4 Summary and Exercises 101
3.5 Appendix: Econometric Lab #2 107
Chapter 4 The Classical Model 110
4.1 The Classical Assumptions 110
4.2 The Sampling Distribution of P 118
4.3 The Gauss-Markov Theorem and the Properties
of OLS Estimators 124
4.4 Standard Econometric Notation 125
4.5 Summary and Exercises 126
Chapter 5 Hypothesis Testing and Statistical Inference 133
5.1 What Is Hypothesis Testing? 134
5.2 The t-Test 139
5.3 Examples of t-Tests 147
5.4 Limitations of the t-Test 155
5.5 Confidence Intervals 157
5.6 The T-Test 160
5.7 Summary and Exercises 165
5.8 Appendix: Econometric Lab #3 173
Chapter 6 Specification: Choosing the Independent
Variables 175
6.1 Omitted Variables 176
6.2 Irrelevant Variables 183
6.3 An Illustration of the Misuse of Specification Criteria 185
6.4 Specification Searches 187
6.5 An Example of Choosing Independent Variables 192
6.6 Summary and Exercises 195
6.7 Appendix: Additional Specification Criteria 202
Chapter 7 Specification: Choosing a Functional Form 207
7.1 The Use and Interpretation of the Constant Term 208
7.2 Alternative Functional Forms 210
7.3 Lagged Independent Variables 220
7.4 Slope Dummy Variables 221
7.5 Problems with Incorrect Functional Forms 224
7.6 Summary and Exercises 227
7.7 Appendix: Econometric Lab #4 235
Chapter 8 Multicollinearity 239
8.1 Perfect versus Imperfect Multicollinearity 240
8.2 The Consequences of Multicollinearity 244
8.3 The Detection of Multicollinearity 250
8.4 Remedies for Multicollinearity 253
8.5 An Example of Why Multicollinearity Often Is Best Left
Unadjusted 256
8.6 Summary and Exercises 258
8.7 Appendix: The SAT Interactive Regression
Learning Exercise 263
Chapter 9 Serial Correlation 291
9.1 Time Series 292
9.2 Pure versus Impure Serial Correlation 293
9.3 The Consequences of Serial Correlation 299
9.4 The Detection of Serial Correlation 302
9.5 Remedies for Serial Correlation 309
9.6 Summary and Exercises 314
9.7 Appendix: Econometric Lab #5 321
Chapter 10 Heteroskedasticity 324
10.1 Pure versus Impure Heteroskedasticity 325
10.2 The Consequences of Heteroskedasticity 330
10.3 Testing for Heteroskedasticity 332
10.4 Remedies for Heteroskedasticity 338
10.5 A More Complete Example 342
10.6 Summary and Exercises 348
10.7 Appendix: Econometric Lab #6 356
Chapter 11 Running Your Own Regression Project 358
11.1 Choosing Your Topic 359
11.2 Collecting Your Data 360
11.3 Advanced Data Sources 364
11.4 Practical Advice for Your Project 366
11.5 Writing Your Research Report 370
11.6 A Regression User s Checklist and Guide 371
11.7 Summary 375
11.8 Appendix: The Housing Price Interactive Exercise 376
Chapter 12 Time-Series Models 382
12.1 Distributed Lag Models 383
12.2 Dynamic Models 385
12.3 Serial Correlation and Dynamic Models 389
12.4 Granger Causality 392
12.5 Spurious Correlation and Nonstationarity 394
12.6 Summary and Exercises 403
Chapter 13 Dummy Dependent Variable Techniques 408
13.1 The Linear Probability Model 408
13.2 The Binomial Logit Model 415
13.3 Other Dummy Dependent Variable Techniques 422
13.4 Summary and Exercises 424
Chapter 14
14.1
14.2
14.3
14.4
14.5
14.6
Chapter 15
15.1
15.2
15.3
15.4
Chapter 16
16.1
16.2
16.3
16.4
Simultaneous Equations 429
Structural and Reduced-Form Equations 430
The Bias of Ordinary Least Squares 436
Two-Stage Least Squares (2SLS) 439
The Identification Problem 448
Summary and Exercises 453
Appendix: Errors in the Variables 458
Forecasting 461
What Is Forecasting? 462
More Complex Forecasting Problems 467
ARIMA Models 474
Summary and Exercises 477
Experimental and Panel Data 483
Experimental Methods in Economics 484
Panel Data 491
Fixed versus Random Effects 501
Summary and Exercises 502
Appendix A Answers 509
Appendix B Statistical Tables 535
Index 549
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| spellingShingle | Studenmund, Arnold H. 1944- A practical guide to using econometrics Econometrics Regression analysis Regressionsanalyse (DE-588)4129903-6 gnd Ökonometrie (DE-588)4132280-0 gnd |
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| title | A practical guide to using econometrics |
| title_alt | Using econometrics |
| title_auth | A practical guide to using econometrics |
| title_exact_search | A practical guide to using econometrics |
| title_full | A practical guide to using econometrics A.H. Studenmund, Occidental College ; with the assistance of Bruce K. Johnson, Centre College |
| title_fullStr | A practical guide to using econometrics A.H. Studenmund, Occidental College ; with the assistance of Bruce K. Johnson, Centre College |
| title_full_unstemmed | A practical guide to using econometrics A.H. Studenmund, Occidental College ; with the assistance of Bruce K. Johnson, Centre College |
| title_short | A practical guide to using econometrics |
| title_sort | a practical guide to using econometrics |
| topic | Econometrics Regression analysis Regressionsanalyse (DE-588)4129903-6 gnd Ökonometrie (DE-588)4132280-0 gnd |
| topic_facet | Econometrics Regression analysis Regressionsanalyse Ökonometrie |
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