Using Excel For Principles of Econometrics [4th ed.] 9781118032107
344 51 3MB
English Pages 484 Year 2011
Table of contents :
Cover......Page 1
Contents......Page 8
CHAPTER 1 Introduction to Excel......Page 15
CHAPTER 2 The Simple Linear Regression Model......Page 33
CHAPTER 3 Interval Estimation and Hypothesis Testing......Page 81
CHAPTER 4 Prediction, Goodness-of-Fitand Modeling Issues......Page 109
CHAPTER 5 The Multiple Linear Regression......Page 157
CHAPTER 6 Further Inf ere nee in the Multiple Regression Model......Page 168
CHAPTER 7 Using Indicator Variables......Page 194
CHAPTER 8 Heteroskedasticity......Page 218
CHAPTER 9 Regressions with Time Series Data: Stationary Variables......Page 242
CHAPTER 10 Random Regressors and Moment-Based Estimation......Page 276
CHAPTER 11 Simultaneous EquationsModels......Page 292
CHAPTER 12 Nonstationary Time-Series Data and Cointegration......Page 308
CHAPTER 13 Vector Error Correction and Vector Autoregressive Models......Page 324
CHAPTER 14 Time-Varying Volatility and ARCH Models......Page 342
CHAPTER 15 Panel Data Models......Page 369
CHAPTER 16 Qualitative and Limited Dependent Variable Models......Page 405
APPENDIX A Mathematical Tools......Page 416
APPENDIX B Review of Probability Concepts......Page 430
APPENDIX C Review of Statistical Inference......Page 445
Index......Page 481
Cover......Page 1
Contents......Page 8
CHAPTER 1 Introduction to Excel......Page 15
CHAPTER 2 The Simple Linear Regression Model......Page 33
CHAPTER 3 Interval Estimation and Hypothesis Testing......Page 81
CHAPTER 4 Prediction, Goodness-of-Fitand Modeling Issues......Page 109
CHAPTER 5 The Multiple Linear Regression......Page 157
CHAPTER 6 Further Inf ere nee in the Multiple Regression Model......Page 168
CHAPTER 7 Using Indicator Variables......Page 194
CHAPTER 8 Heteroskedasticity......Page 218
CHAPTER 9 Regressions with Time Series Data: Stationary Variables......Page 242
CHAPTER 10 Random Regressors and Moment-Based Estimation......Page 276
CHAPTER 11 Simultaneous EquationsModels......Page 292
CHAPTER 12 Nonstationary Time-Series Data and Cointegration......Page 308
CHAPTER 13 Vector Error Correction and Vector Autoregressive Models......Page 324
CHAPTER 14 Time-Varying Volatility and ARCH Models......Page 342
CHAPTER 15 Panel Data Models......Page 369
CHAPTER 16 Qualitative and Limited Dependent Variable Models......Page 405
APPENDIX A Mathematical Tools......Page 416
APPENDIX B Review of Probability Concepts......Page 430
APPENDIX C Review of Statistical Inference......Page 445
Index......Page 481
![Using Excel For Principles of Econometrics [4th ed.]
9781118032107](https://ebin.pub/img/200x200/using-excel-for-principles-of-econometrics-4thnbsped-9781118032107.jpg)
![Using EViews for Principles of Econometrics: With EViews Computing Handbook [3rd ed.]
0471787116, 9780471787112](https://ebin.pub/img/200x200/using-eviews-for-principles-of-econometrics-with-eviews-computing-handbook-3rdnbsped-0471787116-9780471787112.jpg)
![Using R for Introductory Econometrics [1 ed.]](https://ebin.pub/img/200x200/using-r-for-introductory-econometrics-1nbsped.jpg)
