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Practical Econometrics

Practical Econometrics

1st Edition
By Christiana Hilmer and Michael Hilmer
ISBN10: 0073511412
ISBN13: 9780073511412
Copyright: 2014
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ISBN10: 0073511412 | ISBN13: 9780073511412

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Program Details

Part 1: The Basics

1. An Introduction to Econometrics, Statistical Inference, and Data Collection

2. Collection and Management of Data

3. Summary Statistics

Part 2: Linear Regression Analysis

4. Simple Linear Regression

5. Hypothesis Testing in Linear Regression Analysis

6. Multiple Linear Regression Analysis

7. Qualitative Variables and Non-Linearities in Multiple Linear Regression Analysis

8. Model Selection in Multiple Linear Regression Analysis

Part 3: Violations of Assumptions

9. Heteroskedasticity

10. Time Series Analysis

11. Autocorrelation

Part 4: Advanced Topics in Econometrics

12. Limited Dependent Variables

13. Panel Data

14. Instrumental Variables for Simultaneous Equations, Endogenous Independent Variables, and Measurement Error

15. Quantile Regression, Count Data, Sample Selection Bias, and Quasi-Experimental Methods

16. How to Conduct and Write-Up and Empirical Research Project

Appendix A: Data Collection

Appendix B: Stata Commands