Introduction to Econometrics has been written as a core textbook for a first course in econometrics taken by undergraduate or graduate students. It is intended for students taking a single course in econometrics with a view towards doing practical data work. It will also be highly useful for students interested in understanding the basics of econometric theory with a view towards future study of advanced econometrics. To achieve this end, it has a practical emphasis, showing how a wide variety of models can be used with the types of data sets commonly used by economists. However, it also has enough discussion of the underlying econometric theory to give the student a knowledge of the statistical tools used in advanced econometrics courses.
目 錄
n Overview of Econometrics.
2: A Non-technical Introduction to Regression.
3: The Econometrics of the Simple Regression Model.
4: The Econometrics of the Multiple Regression Model.
5: The Multiple Regression Model: Freeing up Classical Assumptions.
6: Univariate Time Series Analysis.
7: Regression with Time Series Variables.
8: Models for Panel Data.
9: Qualitative Choice and Limited Dependent Variable Models.
10: Bayesian Econometrics.
