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.