Using Excel For Principles of Econometrics [4th ed.] 9781118032107
449 66 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
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