Using econometrics: a practical guide /
Using econometrics: a practical guide / A. H. Stundenmund. - 5th ed. - New York : Pearson Education Inc., 2006. - xv, 639 p. : ill. ; 23 cm.
Includes appendix and index.
Contents : Part I: The basic regression analysis: An overview of regression analysis -- Ordinary least squares -- Learning to use regression analysis -- The classical model -- Hypothesis testing -- Part II: Violations of the classical assumptions: Specification: choosing variables -- Specification: choosing a functional form -- Multicollinearity -- Serial correlation -- Heteroskedasticity -- A regression user's handbook -- Part III: Extensions of the basic regression model: Time-series models -- Dummy dependent variable techniques -- Simultaneous equations -- Forecasting -- Statistcal principles.
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HB139.S795(5e)
