This text has been specifically written for undergraduate students and will provide the basic background in statistics and matrix alegbra, necessary to an understanding of econometrics.
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Most Helpful Customer Reviews
2 of 2 people found the following review helpful:
5.0 out of 5 stars
Excellent book for starter in Econometrics,
By A Customer
This review is from: Modern Econometrics: An Introduction (Paperback)
Highly recommended to those study in UK! With concise explanation, helpful examples of Microfit printout, it illustrates the concept of econometric clearly. I especially recommended the chapters related to violation of assumptions of BLUE. It's best for courses with Microfit as their application software cause it explains the Microfit printout very clearlyIt is available in UK bookshops though not available on Amazon.
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Inside This Book
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Key Phrases - Statistically Improbable Phrases (SIPs):
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classical multiple regression model, letters denote deviations, population regression equation, differenced terms, estimating dynamic models, disequilibrium errors, population regression line, important test statistics, distributed lag equation, sample regression equation, sample regression line, unrestricted equation, disequilibrium relationship, simplification search, real total expenditure, classical regression techniques, recursive least squares estimates, nonlinear scatter, heteroskedastic disturbances, orthogonal innovations, geometric lag, resultant estimators, moving average disturbance, mean weekly earnings, maximum lag length Key Phrases - Capitalized Phrases (CAPs): (learn more)
Monte Carlo, Central Limit Theorem, The White, Mean of Dependent Variable, Regressor Coefficient Standard Error T-Ratio, Electronic Publishing, Ordinary Least Squares Estimation Dependent, Maximum of Log-likelihood, Hence Var Browse Sample Pages:
Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
classical multiple regression model, letters denote deviations, population regression equation, differenced terms, estimating dynamic models, disequilibrium errors, population regression line, important test statistics, distributed lag equation, sample regression equation, sample regression line, unrestricted equation, disequilibrium relationship, simplification search, real total expenditure, classical regression techniques, recursive least squares estimates, nonlinear scatter, heteroskedastic disturbances, orthogonal innovations, geometric lag, resultant estimators, moving average disturbance, mean weekly earnings, maximum lag length Key Phrases - Capitalized Phrases (CAPs): (learn more)
Monte Carlo, Central Limit Theorem, The White, Mean of Dependent Variable, Regressor Coefficient Standard Error T-Ratio, Electronic Publishing, Ordinary Least Squares Estimation Dependent, Maximum of Log-likelihood, Hence Var Browse Sample Pages:
Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
Citations (learn more)
4
books
cite this book:
- Tourism and Hospitality in the 21st Century by S. Medlik on page 118
- Tourism and Hospitality in the 21st Century by Andrew Lockwood on page 123
- Spatial Econometrics: Statistical Foundations and Applications to Regional Convergence (Advances in Spatial Science) by Giuseppe Arbia in Back Matter
- Applied Bayesian Modelling (Wiley Series in Probability and Statistics) by Professor Peter Congdon on page 225
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