Econometrics : a modern introduction /

Main Author: Murray, Michael P., 1946-
Format: Book
Language:English
Published: Boston, MA : Pearson Addison Wesley, c2006.
Subjects:
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020 |a 9780321223289 (pbk. : International ed.) 
020 |a 0321223284 (pbk. : International ed.) 
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050 |a HB139  |b .M877 2006 
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100 1 |a Murray, Michael P.,  |d 1946- 
245 1 |a Econometrics :  |b a modern introduction /  |c Michael P. Murray. 
260 1 |a Boston, MA :  |b Pearson Addison Wesley,  |c c2006. 
300 1 |a xxxvi, 929 p. :  |b ill. ;  |c 24 cm. 
504 1 |a Includes bibliographical references and index. 
505 1 |a 1. What is econometrics? -- 2. Choosing estimators : intuition and Monte Carlo methods -- 3. Linear estimators and the Gauss-Markov Theorem -- 4. BLUE estimators for the slope and intercept of a straight line -- 5. Residuals -- 6. Multiple regression -- 7. Testing single hypotheses in regression models -- 8. Superfluous and omitted variables, multicollinearity, and binary variables -- 9. Testing multiple hypotheses -- 10. Heteroskedastic disturbances -- 11. Autoregressive disturbances -- 12. Large sample properties of estimators : consistency and asymptotic efficiency -- 13. Instrumental variables estimation -- 14. Systems of equations -- 15. Randomized experiments and natural experiments -- 16. Analyzing panel data -- 17. Forecasting -- 18. Stochastically trending variables -- 19. Logit and probit models : truncated and censored samples -- Statistical appendix. A review of probability and statistics. 
650 1 |a Econometrics 
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