An Introduction to Econometrics

An Introduction to Econometrics

3.6 (35 ratings by Goodreads)
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This is a clear and comprehensive introduction to econometrics for students with relatively little mathematical aptitude. The book is written in an accessible and entertaining style. At the same time, unlike some other elementary treatments, it provides thorough coverage of the main econometrics topics and is informed by solid technical understanding of the material. It covers the standard topics in the order in which they are usually taught. A set of exercises to be done with a computer is included, as well as a data disk for students, making it extremely student-friendly. It is also very teacher-friendly : an instruction manual with an extra data disk is available, as is an innovative package of computer graphics to help the instructor with his/her teaching. This book is intended for a first course for undergraduate students of econometrics, usually taken during the 2nd/3rd year of Economics more

Product details

  • Hardback | 411 pages
  • 171.7 x 243.1 x 33.3mm | 980.36g
  • Oxford University Press
  • Oxford, United Kingdom
  • English
  • line drawings, tables
  • 0195043464
  • 9780195043464

Table of contents

REVIEW: Random Variables and Sampling Theory. 1: Covariance, Variance, and Correlation. 2: Simple Regression Analysis. 3: Properties of the Regression Coefficients and Hypothesis Testing. 4: Transformations of Variables. 5: Multiple Regression Analysis. 6: Specification of Regression Variables: A Preliminary Skirmish. 7: Heteroscedasticity and Autocorrelated Disturbance Terms. 8: Stochastic Regressors and Measurement Errors. 9: Dummy Variables. 10: Modelling Dynamic Processes. 11: Simultaneous Equations Estimation. 12: What Next?show more

Rating details

35 ratings
3.6 out of 5 stars
5 17% (6)
4 40% (14)
3 31% (11)
2 9% (3)
1 3% (1)
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