Econometrics (Paperback) (ISBN-13: 9781291910995)

This book contains revision notes for econometrics at the undergraduate level. This book includes revision notes on: - OLS; - Normality; - Inferential tests (t test and F test); - Modelling and model specification tests; - Multicollinearity, heteroskedasticity and autocorrelation; - The Koyck transformation; - Spurious regression; - Time stationarity and unit root tests; - Cointegration and Cointegration tests; - Error correction models and their estimation; - Panel data and instrumental variables; - Logit and Probit models; - Sample selection bias.

Author: Bahrum Lamehdasht
ISBN-10: 1291910999
ISBN-13: 9781291910995
Publisher: Lulu.com
Language: English
Published: 11/08/2012
Pages: 80
Format: Paperback
Weight: 0.47lbs
Size: 11.69h x 8.27w x 0.17d