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Essentials of applied econometrics /

"Essentials of Applied Econometrics gives students and professionals the tools they need to do econometric analysis in a world in which more data surround us every day and in which econometrics is put to a diversity of uses. Vivid examples and data from a variety of real-world sources are used...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Smith, Aaron D. (Autor), Taylor, J. Edward (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Oakland, California : University of California Press, [2017]
Temas:
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Introduction to econometrics
  • Simple regression
  • Multiple regression
  • Generalizing from a sample
  • Properties of our estimators
  • Hypothesis testing and confidence intervals
  • Predicting in a nonlinear world
  • Best of blue I : cross section data and heteroskedasticity (assumption CR2)
  • Best of blue II : correlated errors (assumption CR3)
  • Sample selection bias (assumption CR1)
  • Identifying causation
  • Instrumental variables : a solution to the endogeneity problem
  • Appendix : critical values for commonly used tests in econometrics.