This book contains revision notes for econometrics at the undergraduate level. This book includes revision notes on:
- OLS;
- Normality;
- Inferential tests (t test and F test);
- Modelling and model specification tests;
- Multicollinearity, heteroskedasticity and autocorrelation;
- The Koyck transformation;
- Spurious regression;
- Time stationarity and unit root tests;
- Cointegration and Cointegration tests;
- Error correction models and their estimation;
- Panel data and instrumental variables;
- Logit and Probit models;
- Sample selection bias.
Details
- Publication Date
- Nov 8, 2012
- Language
- English
- ISBN
- 9781291910995
- Category
- Business & Economics
- Copyright
- All Rights Reserved - Standard Copyright License
- Contributors
- By (author): Bahrum Lamehdasht
Specifications
- Pages
- 79
- Binding
- Perfect Bound
- Interior Color
- Black & White
- Dimensions
- A4 (8.27 x 11.69 in / 210 x 297 mm)