Using econometrics : a practical guide /
A.H. Studenmund, Occidental College ; with the assistance of Bruce K. Johnson, Centre College.
- Seventh edition.
- 1 online resource
Includes index. Revised edition of the author's Using econometrics, 2011.
Includes bibliographical references and index.
An overview of regression analysis -- Ordinary least squares -- Learning to use regression analysis -- The classical model -- Hypothesis testing and statistical inference -- Specification: choosing the independent variables -- Specification: choosing a functional form -- Multicollinearity -- Serial correlation -- Heteroskedasticity -- Running your own regression project -- Time-series models -- Dummy dependent variable techniques -- Simultaneous equations -- Forecasting -- Experiment.
The Seventh Edition is appropriate for all levels: beginner econometric readers, regression users seeking a refresher, and experienced practitioners who want a convenient reference. Praised as one of the most important texts in the last 30 years, the book retains its clarity and practicality in previous editions with a number of substantial improvements throughout. --