The word "econometrics" literally means "measurement in economics." A revision of the landmark text, Introduction to Econometrics offers, in its new fourth edition, a fresh accessible, and well-written introduction to the subject. With a rigorous pedagogical framework, which sets it apart from comparable texts, the book also includes such Web-based supplements as an instructor's manual and data sets.
Features:
* Ch5 & 6 reflect the latest professional practice in dealing with these common violations of the basic regression model.
* Ch10 includes extensive discussion on diagnostic checking in linear models, various nested and non-nested model selection procedures, specification testing , data transformations and tests for non-normality.
* Ch12, 13, 14 cover an introduction to time-series analysis
Part I: Introduction and the Linear Regression Model
Chapter 1 What is Econometrics?
Chapter 2 Statistical Background and Matrix Algebra
Chapter 3 Simple Regression
Chapter 4 Multiple Regression
Part II: Violation of the Assumptions of the Basic Model
Chapter 5 Heteroskedasticity
Chapter 6 Autocorrelation
Chapter 7 Multicollinearity
Chapter 8 Dummy Variables and Truncated Variables
Chapter 9 Simultaneous Equations Models
Chapter 10 Diagnostic Checking, Model Selection, and Specification Testing
Chapter 11 Errors in Variables
Part III: Special Topics
Chapter 12 Introduction to Time-Series Analysis
Chapter 13 Models of Expectations and Distributed Lags
Chapter 14 Vector Autoregressions, Unit Roots, and Cointegration
Chapter 15 Panel Data Analysis
Chapter 16 Small-Sample Inference: Resampling Methods