Essential Econometric Techniques

Now in its third edition, Essential Econometric Techniques: A Guide to Concepts and Applications is a concise, student-friendly textbook which provides an introductory grounding in econometrics, with an emphasis on the proper application and interpretation of results.

Auteur

Elia Kacapyr is Professor of Economics at Ithaca College, USA.

Texte du rabat

Now in its third edition, Essential Econometric Techniques: A Guide to Concepts and Applications is a concise, student-friendly textbook which provides an introductory grounding in econometrics, with an emphasis on the proper application and interpretation of results.

Drawing on the author's extensive teaching experience, this book offers intuitive explanations of concepts such as heteroskedasticity and serial correlation, and provides step-by-step overviews of each key topic.

This new edition contains more applications, brings in new material including a dedicated chapter on panel data techniques, and moves the theoretical proofs to appendices. After Chapter 7, students will be able to design and conduct rudimentary econometric research. The next chapters cover multicollinearity, heteroskedasticity, and autocorrelation, followed by techniques for time-series analysis and panel data.

Excel data sets for the end-of-chapter problems are available as a digital supplement. A solutions manual is also available for instructors, as well as PowerPoint slides for each chapter.

Essential Econometric Techniques shows students how economic hypotheses can be questioned and tested using real-world data, and is the ideal supplementary text for all introductory econometrics courses.

Contenu

Chapter 1 The Nature of Econometrics
Chapter 2 Simple Regression Analysis
Chapter 3 Residual Statistics
Chapter 4 Hypothesis Testing
Chapter 5 Multivariate Regression
Chapter 6 Alternate Functional Forms
Chapter 7 Dichotomous Variables
Chapter 8 The Classical Linear Regression Model
Chapter 9 Multicollinearity
Chapter 10 Heteroskedasticity
Chapter 11 Serial Correlation
Chapter 12 Time-Series Techniques
Chapter 13 Panel Data Techniques
Critical Values Tables
Cited Works