Synopses & Reviews
Combines technique with application using real data sets. The core of the book (Chapters 1-13) covers the basic statistical concepts necessary for econometrics with an emphasis on regression analysis. Part V is a treatment of advanced econometrics theory.
Table of Contents
1. Introduction.
I. DATA AND DESCRIPTION. 2. Economic Data.
3. Descriptive Statistics.
4. Frequency Distributions.
II. SPECIFICATION AND ESTIMATION OF REGRESSION MODELS. 5. Simple Regression: Theory.
6. Simple Regression: Application.
7. Multiple Regression: Theory and Application.
III. PROBABILITY DISTRIBUTIONS. 8. Probability Theory.
9. Random Variables and Probability Distributions.
10. The Normal and t Distributions.
IV. INFERENCE IN REGRESSION. 11. Sampling Theory in Regression.
12. Hypothesis Testing.
13. Estimation and Regression Problems.
V. TOPICS IN ECONOMETRICS. 14. F Tests and Dummy Variable Outcomes.
15. Heteroscedasticity and Autocorrelation.
16. Regression and Time Series.
17. Simultaneous-Equation Models.
VI. TOPICS IN STATISTICS. 18. Inference for the Mean and Variance.
19. Chi-Square Tests and Analysis of Variance.
Statistical Tables.
Answers to Selected Problems.
Bibliography.
Index.