Essentials of applied econometrics / Aaron Smith, J. Edward Taylor.
"Essentials of Applied Econometrics gives students and professionals the tools they need to do econometric analysis in a world in which more data surround us every day and in which econometrics is put to a diversity of uses. Vivid examples and data from a variety of real-world sources are used...
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| Main Authors: | , |
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| Format: | Ebook |
| Language: | English |
| Published: |
Oakland, California :
University of California Press,
[2017]
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| Subjects: | |
| Online Access: | Click here to view this book |
Table of Contents:
- Introduction to econometrics
- Simple regression
- Multiple regression
- Generalizing from a sample
- Properties of our estimators
- Hypothesis testing and confidence intervals
- Predicting in a nonlinear world
- Best of blue I : cross section data and heteroskedasticity (assumption CR2)
- Best of blue II : correlated errors (assumption CR3)
- Sample selection bias (assumption CR1)
- Identifying causation
- Instrumental variables : a solution to the endogeneity problem
- Appendix : critical values for commonly used tests in econometrics.