Book , Print in English

Using econometrics : a practical guide

A. H. Studenmund, Occidental College ; with the assistance of Bruce Johnson, Centre College.
  • Boston : Pearson, [2017]
  • Seventh Edition.
  • xvii, 554 pages : illustration ; 24 cm
  • Washington LRC Reserves
    HB139.S795 2017 c. 1
    Available
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
  • 11.1. Choosing Your Topic
  • 11.2. Collecting Your Data
  • 11.3. Advanced Data Sources
  • 11.4. Practical Advice for Your 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