An Introduction to Econometrics: A Self-Contained Approach - Hardcover

Westhoff, Frank

Hardcover

ISBN 10: 0262019221 ISBN 13: 9780262019224

Verlag: MIT Press, 2013

Inhaltsangabe

An introductory textbook (requiring no previous knowledge of probability and statistics) that offers students a solid foundation in regression analysis.

This unique introduction to econometrics provides undergraduate students with a command of regression analysis in one semester, enabling them to grasp the empirical literature and undertake serious quantitative projects of their own. It does not assume any previous exposure to probability and statistics but does discuss the concepts in these areas that are essential for econometrics. The bulk of the textbook is devoted to regression analysis, from simple to advanced topics. Students will gain an intuitive understanding of the mathematical concepts; Java applet simulations on the book's website demonstrate how the algebraic equations are derived in the text and are designed to reinforce the important concepts.

After presenting the essentials of probability and statistics, the book covers simple regression analysis, multiple regression analysis, and advanced topics including heteroskedasticity, autocorrelation, large sample properties, instrumental variables, measurement error, omitted variables, panel data, simultaneous equations, and binary/truncated dependent variables. Two optional chapters treat additional probability and statistics topics. Each chapter offers examples, prep problems (bringing students up to speed at the beginning of a chapter), review questions, and exercises. An accompanying website offers students easy access to Java simulations and data sets (available in EViews, Stata, and Excel files). After a single semester spent mastering the material presented in this book, students will be prepared to take any of the many elective courses that use econometric techniques.

Requires no background in probability and statistics
Regression analysis focus
Econometrics lab with Java applet simulations on accompanying Website

Über diesen Titel

Über die Autorin bzw. den Autor

Frank Westhoff is Professor of Economics at Amherst College.

Details zur Ausgabe

• Verlag: MIT Press
• Erscheinungsdatum: 2013
• Sprache: Englisch
• ISBN 10: 0262019221
• ISBN 13: 9780262019224
• Einband: Gebundene Ausgabe
• Anzahl der Seiten: 874
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Nicht verfügbar