Essentials of Econometrics
Essentials of Econometrics

Essentials of Econometrics

4th Edition

Purchase Options

We’re committed to providing you with high-value course solutions backed by great service and a team that cares about your success.


Receive via shipping:

  • Bound book containing the complete text
  • Full color
  • Hardcover or softcover

What are my shipping options?

ISBN10: 0073375845 | ISBN13: 9780073375847


The estimated amount of time this product will be on the market is based on a number of factors, including faculty input to instructional design and the prior revision cycle and updates to academic research-which typically results in a revision cycle ranging from every two to four years for this product. Pricing subject to change at any time.

Program Details

Chapter 1: The Nature and Scope of Econometrics

Part I: The Linear Regression Model

Chapter 2: Basic Ideas of Linear Regression

Chapter 3: The Two-Variable Model: Hypothesis Testing

Chapter 4: Multiple Regression: Estimation and Hypothesis Testing

Chapter 5: Functional Forms of Regression Models

Chapter 6: Dummy Variable Regression Models

Part II: Regression Analysis in Practice

Chapter 7: Model Selection: Criteria and Tests

Chapter 8: Multicollinearity: What Happens if Explanatory Variables are Correlated?

Chapter 9: Heteroscedasticity: What Happens if the Error Variance is Nonconstant?

Chapter 10: What Happens if Error Terms are Correlated?

Part II: Advanced Topics in Econometrics

Chapter 11: Simultaneous Equation Models

Chapter 12: Selected Topics in Single-Equation Regression Models


Introduction: Basics of Probability and Statistics

Appendix A: Review of Statistics: Probability and Probability Distributions

Appendix B: Characteristics of Probability Distributions

Appendix C: Some Important Probability Distributions

Appendix D: Statistical Inference: Estimation and Hypothesis Testing

Appendix E: Statistical Tables

Appendix F: Computer Output of EViews, Minitab, Excel, and STATA