Econometrics: A Simple Introduction
| Author | : | |
| Rating | : | 4.11 (893 Votes) |
| Asin | : | 1496013867 |
| Format Type | : | paperback |
| Number of Pages | : | 100 Pages |
| Publish Date | : | 2016-12-23 |
| Language | : | English |
DESCRIPTION:
Dummy variables model qualitative data and Chow tests assess regression equivalence. Examine a linear and multiple regression model, ordinary least squares method, and the Gauss-Markov conditions for a best linear unbiased estimator. Assess the impact of omitted variables, incorrect variables or functional form, and a non-normal distribution with Ramsey RESET and Jarque-Bera tests. Assess autocorrelation with Durbin-Watson, Durbin h, and Breusch-Godfrey tests, lagged variables and auxiliary regressions. Model random variables with the Method of Moments’ estimators, instrumental variables and Hausman test.. Understand hypothesis testing, with a null hypothesis, t, F or chi-square test statistics and distributions, and interpret regression results. Explore heteroscedasticity with the White method and with generalized lea
Five Stars Easy to read and understand. Provision of examples to help with understanding the material, shot and sweet.. Good read lavorne verdant Great refresher. "Got this book because the description lead me to believe" according to Patricia Allen. Got this book because the description lead me to believe it could help me understand microeconomics. Turned out this was just a jumble mess and I ended up pitching it.