What Is Econometrics? -- A Review of Some Basic Statistical Concepts -- Simple Linear Regression -- Multiple Regression Analysis -- Violations of the Classical Assumptions -- Distributed Lags and Dynamic Models -- The General Linear Model: The Basics -- Regression Diagnostics and Specification Tests -- Generalized Least Squares -- Seemingly Unrelated Regressions -- Simultaneous Equations Model -- Pooling Time-Series of Cross-Section Data -- Limited Dependent Variables -- Time-Series Analysis.
This Third Edition updates the "Solutions Manual for Econometrics" to match the Fifth Edition of the Econometrics textbook. It adds problems and solutions using latest software versions of Stata and EViews. Special features include empirical examples using EViews and Stata. The book offers rigorous proofs and treatment of difficult econometrics concepts in a simple and clear way, and it provides the reader with both applied and theoretical econometrics problems along with their solutions.
Economics -- Statistics. (LCSH)
Statistics for Business/Economics/Mathematical Finance/Insurance.
Game Theory, Economics, Social and Behav. Sciences.
Statistics for Social Science, Behavorial Science, Education, Public Policy, and Law.