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 .
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.
Using Econometrics: A Practical Guide provides students with a practical introduction that combines single-equation linear regression analysis with real-world examples and exercises. This text also avoids complex matrix algebra and calculus, making it an ideal text for beginner econometrics students.