Book , Print in English

# Using econometrics : a practical guide

A. H. Studenmund, Occidental College ; with the assistance of Bruce Johnson, Centre College.
• Boston : Pearson, 
• Seventh Edition.
• xvii, 554 pages : illustration ; 24 cm
Subjects
Contents
• note: ch. 1 Overview of Regression Analysis
• 1.1. What Is Econometrics?
• 1.2. What Is Regression Analysis?
• 1.3. Estimated Regression Equation
• 1.4. Simple Example of Regression Analysis
• 1.5. Using Regression Analysis to Explain Housing Prices
• 1.6. Summary and Exercises
• 1.7. Appendix: Using Stata
• ch. 2 Ordinary Least Squares
• 2.1. Estimating Single-Independent-Variable Models with OLS
• 2.2. Estimating Multivariate Regression Models with OLS
• 2.3. Evaluating the Quality of a Regression Equation
• 2.4. Describing the Overall Fit of the Estimated Model
• 2.5. Example of the Misuse of R2
• 2.6. Summary and Exercises
• 2.7. Appendix: Econometric Lab #1
• ch. 3 Learning to Use Regression Analysis
• 3.1. Steps in Applied Regression Analysis
• 3.2. Using Regression Analysis to Pick Restaurant Locations
• 3.3. Dummy Variables
• 3.4. Summary and Exercises
• 3.5. Appendix: Econometric Lab #2
• ch. 4 Classical Model
• 4.1. Classical Assumptions
• 4.2. Sampling Distribution of p
• 4.3. Gauss--Markov Theorem and the Properties of OLS Estimators
• 4.4. Standard Econometric Notation
• 4.5. Summary and Exercises
• ch. 5 Hypothesis Testing and Statistical Inference
• 5.1. What Is Hypothesis Testing?
• 5.2. t-Test
• 5.3. Examples of t-Tests
• 5.4. Limitations of the t-Test
• 5.5. Confidence Intervals
• 5.6. F-Test
• 5.7. Summary and Exercises
• 5.8. Appendix: Econometric Lab #3
• ch. 6 Specification: Choosing the Independent Variables
• 6.1. Omitted Variables
• 6.2. Irrelevant Variables
• 6.3. Illustration of the Misuse of Specification Criteria
• 6.4. Specification Searches
• 6.5. Example of Choosing Independent Variables
• 6.6. Summary and Exercises
• 6.7. Appendix: Additional Specification Criteria
• ch. 7 Specification: Choosing a Functional Form
• 7.1. Use and Interpretation of the Constant Term
• 7.2. Alternative Functional Forms
• 7.3. Lagged Independent Variables
• 7.4. Slope Dummy Variables
• 7.5. Problems with Incorrect Functional Forms
• 7.6. Summary and Exercises
• 7.7. Appendix: Econometric Lab #4
• ch. 8 Multicollinearity
• 8.1. Perfect versus Imperfect Multicollinearity
• 8.2. Consequences of Multicollinearity
• 8.3. Detection of Multicollinearity
• 8.4. Remedies for Multicollinearity
• 8.5. Example of Why Multicollinearity Often Is Best Left Unadjusted
• 8.6. Summary and Exercises
• 8.7. Appendix: The SAT Interactive Regression Learning Exercise
• ch. 9 Serial Correlation
• 9.1. Time Series
• 9.2. Pure versus Impure Serial Correlation
• 9.3. Consequences of Serial Correlation
• 9.4. Detection of Serial Correlation
• 9.5. Remedies for Serial Correlation
• 9.6. Summary and Exercises
• 9.7. Appendix: Econometric Lab #5
• ch. 10 Heteroskedasticity
• 10.1. Pure versus Impure Heteroskedasticity
• 10.2. Consequences of Heteroskedasticity
• 10.3. Testing for Heteroskedasticity
• 10.4. Remedies for Heteroskedasticity
• 10.5. More Complete Example
• 10.6. Summary and Exercises
• 10.7. Appendix: Econometric Lab #6
• ch. 11 Running Your Own Regression Project
• 11.5. Writing Your Research Report
• 11.6. Regression User's Checklist and Guide
• 11.7. Summary
• 11.8. Appendix: The Housing Price Interactive Exercise
• ch. 12 Time-Series Models
• 12.1. Distributed Lag Models
• 12.2. Dynamic Models
• 12.3. Serial Correlation and Dynamic Models
• 12.4. Granger Causality
• 12.5. Spurious Correlation and Nonstationarity
• 12.6. Summary and Exercises
• ch. 13 Dummy Dependent Variable Techniques
• 13.1. Linear Probability Model
• 13.2. Binomial Logit Model
• 13.3. Other Dummy Dependent Variable Techniques
• 13.4. Summary and Exercises
• ch. 14 Simultaneous Equations
• 14.1. Structural and Reduced-Form Equations
• 14.2. Bias of Ordinary Least Squares
• 14.3. Two-Stage Least Squares (2SLS)
• 14.4. Identification Problem
• 14.5. Summary and Exercises
• 14.6. Appendix: Errors in the Variables
• ch. 15 Forecasting
• 15.1. What Is Forecasting?
• 15.2. More Complex Forecasting Problems
• 15.3. ARIMA Models
• 15.4. Summary and Exercises
• ch. 16 Experimental and Panel Data
• 16.1. Experimental Methods in Economics
• 16.2. Panel Data
• 16.3. Fixed versus Random Effects
• 16.4. Summary and Exercises.
Other information
• Revised edition of the author's Using econometrics, 2011.
• Includes index.
• Includes bibliographical references and index.
ISBN
• 9780134182742 (hbk)
• 013418274X (hbk)
Identifying numbers
• LCCN: 2016002694
• OCLC: 933721394
• OCLC: 933721394