Introduction to econometrics. /
Christopher Dougherty.
- 4th ed.
- Great Britain: Oxford University Press, 2011.
- xv,573p.; ill.: 24cm.
Includes index, bibliography and appendix.
Contents: Introduction -- Review: Random variables, sampling and estimation -- Simple regression analysis -- Properties of the regression coefficients and hypothesis testing -- Multiple regression analysis -- Nonlinear models and transformations of variables -- Dummy variables -- Specification of regression of variables -- Heteroscedasticity -- Stochastic regressors and measurement errors -- Simultaneous equations estimation -- Binary choice and limited dependent variable models and maximum likelihood estimation -- Models using time series data -- Autocorrelation -- Introduction to panel data models.