Logotipo librería Marcial Pons
An introduction to econometrics

An introduction to econometrics
a self-contained approach

  • ISBN: 9780262019224
  • Editorial: MIT Press Ltd.
  • Lugar de la edición: Cambridge (MSS). Estados Unidos de Norteamérica
  • Encuadernación: Cartoné
  • Medidas: 25 cm
  • Nº Pág.: 896
  • Idiomas: Inglés

Papel: Cartoné
63,92 €
Stock en librerías. Envío en 24/48 horas

Resumen

This unique introduction to econometrics provides undergraduate students with a command of regression analysis in one semester, enabling them to grasp the empirical literature and undertake serious quantitative projects of their own. It does not assume any previous exposure to probability and statistics but does discuss the concepts in these areas that are essential for econometrics. The bulk of the textbook is devoted to regression analysis, from simple to advanced topics. Students will gain an intuitive understanding of the mathematical concepts; Java applet simulations on the book's website demonstrate how the algebraic equations are derived in the text and are designed to reinforce the important concepts. After presenting the essentials of probability and statistics, the book covers simple regression analysis, multiple regression analysis, and advanced topics including heteroskedasticity, autocorrelation, large sample properties, instrumental variables, measurement error, omitted variables, panel data, simultaneous equations, and binary/truncated dependent variables. Two optional chapters treat additional probability and statistics topics. Each chapter offers examples, prep problems (bringing students "up to speed" at the beginning of a chapter), review questions, and exercises. An accompanying website offers students easy access to Java simulations and data sets (available in EViews, Stata, and Excel files). After a single semester spent mastering the material presented in this book, students will be prepared to take any of the many elective courses that use econometric techniques.

Resumen

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