经典计量学英文教材

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Using Econometrics:A pratical Guide

by A.H. Studenmund

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Description

Combining single-equation linear regression analysis with intuitive real-world examples and exercises is key to the success of Using Econometrics. Clear writing and a practical approach to econometrics that eschews the use of complex matrix algebra and calculus evidence this essential text's accessibility.

As the subtitle, A Practical Guide, implies, this book is aimed not only at beginning econometrics students, but also at regression users looking for a refresher and at experienced practitioners who want a convenient reference.

Contents

I. THE BASIC REGRESSION MODEL.

1. An Overview of Regression Analysis.

2. Ordinary Least Squares.

3. Learning to Use Regression Analysis.

4. The Classical Model.

5. Hypothesis Testing.

II. VIOLATIONS OF THE CLASSICAL ASSUMPTIONS.

6. Specification: Choosing the Independent Variables.

7. Specification: Choosing a Functional Form.

8. Multicollinearity.

9. Serial Correlation.

10. Heteroskedasticity.

11. A Regression User's Handbook.

III. EXTENSIONS OF THE BASIC REGRESSION MODEL.

12. Time-Series Models.

13. Dummy Dependent Variable Techniques.

14. Simultaneous Equations.

15. Forecasting.

16. Statistical Principles.

[此贴子已经被作者于2006-11-30 2:22:44编辑过]