Introductory Econometrics
Publisher: Springer
Published: Oct 12, 2011
Format: paperback
Number of pages: 439
ISBN-13: 9781461262947
Description: This book represents a first course in econometrics, assuming only some knowledge of elementary probability theory and statistics on the part of the student. Its rigorous and comprehensive discussion concentrates on the general linear model, treating the standard case as well as the consequences resulting from violation of the underlying assumptions. Extensively documented chapters also cover the misspecification problem and errors in the variable model, simultaneous equations models and, uniquely, Multiple Comparison Test, Durbin- Watson Theory, Power Functions and Bayesian Analysis. Each chapter concludes with carefully selected exercises.