Using econometrics : a practical guide /
A.H. Studenmund
- 6th ed
- Boston : Addison-Wesley, c2011
- xvii, 616 p. : ill. ; 24 cm
- The Pearson series in economics .
- Pearson series in economics .
Includes bibliographical references and index
An overview of regression analysis -- Ordinary least squares -- Learning to use regression analysis -- The classical model -- Hypothesis testing -- 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 -- Experimental and panel data -- Statistical principles