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Statistics and Econometrics

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Statistics and Econometrics

Methods and Applications

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Statistics and Econometrics: Methods and Applications by Orley C. Ashenfelter
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Every major econometric method is illustrated by a persuasive, real life example applied to real data. Explores subjects such as sample design, which are critical to practical application econometrics.

Table of Contents

1. Introduction. 2. Basic Probability Theory. 3. Random Variables and Probability Distributions. 4. Mathematics and Expectations. 5. Multivariate Distributions. 6. Sampling and Sampling Distributions. 7. Estimation. 8. Interval Estimation and Hypothesis Testing. 9. Simple Linear Regression. 10. Inferences in Simple Linear Regression. 11. Multiple Regression. 12. Extending the Multiple Regression Model. 13. Specification Error, Multicollinearity, and Measurement Error. 14. Heteroskedasticity and Serial Correlation. 15. Simultaneous Equations. 16. Dummy Dependent Variable Models. 17. Analysis of Time Series Data. 18. Panel Data Models.Appendix A: Review of Probability and Statistics.Appendix B: Statistical Tables.Index.
Release date NZ
June 13th, 2002
Country of Publication
United States
John Wiley and Sons (WIE)
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