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Introduction to Econometrics
Abstract
Foreword. Preface to the Second Edition. Preface to the Third Edition. Obituary. INTRODUCTION AND THE LINEAR REGRESSION MODEL. What is Econometrics? Statistical Background and Matrix Algebra. Simple Regression. *Multiple Regression. VIOLATION OF THE ASSUMPTIONS OF THE BASIC MODEL. *Heteroskedasticity. *Autocorrelation. Multicollinearity. *Dummy Variables and Truncated Variables. Simultaneous Equations Models. Nonlinear Regression, Models of Expectations, and Nonnormality. Errors in Variables. SPECIAL TOPICS. Diagnostic Checking, Model Selection, and Specification Testing. *Introduction to Time--Series Analysis. Vector Autoregressions, Unit Roots, and Cointegration. *Panel Data Analysis. *Large--Sample Theory. *Small--Sample Inference: Resampling Methods. Appendix A: *Data Sets. Appendix B:* Data Sets on the Web. Appendix C:* Computer Programs. Index.
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Cited by
Estimation and inference in two-stage, semi-parametric models of production processes
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Voter Turnout and the Dynamics of Electoral Competition in Established Democracies since 1945
Franklin, M. N., Eijk, C. V. D., Evans, D., Fotos, M., Hirczy de Mino, W., Marsh, M., & Wessels, B. (2004) · doi:10.1017/cbo9780511616884 · Cited by 1,421
Labor Supply of New York City Cabdrivers: One Day at a Time
Camerer, C., Babcock, L., Loewenstein, G., & Thaler, R. (1997) · The Quarterly Journal of Economics · doi:10.1162/003355397555244 · Cited by 1,218
Measuring long-horizon security price performance
Kothari, S. P., & Warner, J. B. (1997) · Journal of Financial Economics · doi:10.1016/s0304-405x(96)00899-9 · Cited by 991
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Metadata
- Venue
- Foundations of Modern Econometrics
- Publisher
- WORLD SCIENTIFIC
- Published
- 2020-07-17
- Pages
- 1-26
- OpenAlex
- W3141341243
- Cited by
- 3,457
- References
- 0
- FWCI
- 176.60
- Type
- book chapter
- Language
- en
- Open access
- closed
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