Econometrics

About the Author Preface Part One: Introduction to Econometrics 1. Econometrics Concepts 2. Conducting an Econometric Project Part Two: Probability and Statistics 3. Random Variables 4. Estimation 5. Hypothesis Testing Part Three: Least Squares Regression 6. Ordinary Least Squares 7. Properties of the Least Squares Estimators 8. Multivariate Regression Part Four: Specifying the Econometric Model 9. Selecting a Functional Form 10. Determining the Econometric Specification 11. Models with Structural Shifts Part Five: Extensions of Least Squares Regression 12. Autocorrelation 13. Heteroskedasticity 14. Endogenous Right Hand Side Variables Part Six: Advanced Topics 15. Simultaneous Equations 16. Forecasting 17. Economic Variables as Processes 18. Nonlinear Models 19. Dummy Dependent Variables 20. Qualitative and Limited Dependant Variables Appendixes Area in the Right Tail of the Standard Normal Density Function Critical Values of the Distribution Critical Values of the Chi-Square Distribution Critical Values of the F Distribution 5 Percent Critical Values of the Durbin-Watson StatisticSchmidt, Stephen is the author of 'Econometrics', published 0000 under ISBN 9780072983166 and ISBN 0072983167.