Using econometrics: a practical guide /
- 5th ed.
- Boston : Pearson Education Inc., 2006.
- xv, 639 p. : ill. ; 23 cm.
Includes index.
Contents: Part I:The basic regression model: 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 the independent 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 -- Statistical principles.