Book Details

Imprint: Palgrave

Publication Year: 2016

Edition Type: 2

Table of Contents: PART I: BASICS OF LINEAR REGRESSION 1. The Linear Regression Model 2. Functional Forms of Regression Models 3. Qualitative Explanatory Variables Regression Models PART II: REGRESSION DIAGNOSTICS 4. Regression Diagnostic I: Multicollinearity 5. Regression Diagnostic II: Heteroscedasticity 6. Regression Diagnostic III: Autocorrelation 7. Regression Diagnostic IV: Model Specification Errors PART III: REGRESSION MODELS WITH CROSS-SECTIONAL DATA 8. Stochastic Regressors and the Method of Instrumental Variables 9. The Logit and Probit Models 10. Multinomial Regression Models 11. Ordinal Regression Models 12. Limited Dependent Variable Regression Models PART IV: TIME SERIES ECONOMETRICS 13. Modeling Count Data 14. Stationary and Nonstationary Time Series 15. Conintegration and Error Correction Models 16. Asset Price Volatility: the ARCH and GARCH Models PART V: SELECTED TOPICS IN ECONOMETRICS

University Books Details

Stream: Economics

Subject: Economics

Dimensions

Width: 16

Weight: 0.7