Introduction to Econometrics provides students with clear and simple mathematics notation and step-by-step explanations of mathematical proofs, to give them a thorough understanding of the subject. Extensive exercises throughout build confidence by encouraging students to apply econometric techniques.
Retaining its student-friendly approach, Introduction to Econometrics has a comprehensive revision guide to all the essential statistical concepts needed to study econometrics, additional Monte Carlo simulations, new summaries, and non-technical introductions to more advanced topics at the end of chapters.NEW TO THIS EDITIONIn the latter chapters short sections have been included which introduce the meaning and application of more advanced topics. Further information sources have then been included to encourage able students to develop their learning independently.
All student examples and exercises have been updated with additional exercises included at the end of each chapter to maximise the opportunity for students to consolidate their learning.
The book has been made more accessible to students by the addition of an opening outline at the start of each chapter; making sure that key results feature clearly in the index; and ensuring that the relevance of equations is always included.
Further problem solving exercises have been added in line with feedback from reviewers that the text lacked these types of questions.
Mathematical content has been kept to a minimum with only core equations included so that students without a mathematics background are not overwhelmed. An additional review chapter has also been included offering readers who have not studied A level Mathematics a grounding in the basics of statistics.
This title is available as an eBook. Visit VitalSource for more information or to purchase.
By:
Christopher Dougherty (Associate Professor in Economics at the London School of Economics)
Imprint: Oxford University Press
Country of Publication: United Kingdom
Edition: 5th Revised edition
Dimensions:
Height: 250mm,
Width: 205mm,
Spine: 33mm
Weight: 1g
ISBN: 9780199676828
ISBN 10: 0199676828
Pages: 608
Publication Date: 03 May 2016
Audience:
College/higher education
,
Professional and scholarly
,
Primary
,
Undergraduate
Format: Paperback
Publisher's Status: Active
IntroductionReview: Random Variables, Sampling, Estimation and Inference 1. Simple Regression Analysis 2. Properties of the Regression Coefficients and Hypothesis Testing 3. Multiple Regression Analysis 4. Nonlinear Models and Transformations of Variables 5. Dummy Variables 6. Specification of Regression Variables 7. Heteroskedasticity 8. Stochastic Regressors and Measurement Errors 9. Simultaneous Equations Estimation 10. Binary Choice and Limited Dependent Variable Models, and Maximum Likelihood Estimation 11. Models Using Time Series Data 12. Autocorrelation 13. Introduction to Nonstationary Time Series 14. Introduction to Panel Data Models
Dr Christopher Dougherty is an Associate Professor in Economics at the London School of Economics.
Reviews for Introduction to Econometrics
Review from previous edition What sets this book apart is abundance of available online material... - Suncica Vujic, University of Antwerp.`This is an excellent text for introductory econometrics courses and this edition is even better, especially with the increase in figures and charts. ' Dr Bruce Morley, University of Bath'Students of finance need to be comfortable with the econometric tools necessary to both grasp empirical work and undertake it. This text provides an excellent point of reference and constant companion in developing precisely that understanding.' Paul Stewart, University of Ulster'Excellent textbook, which I have adopted as required reading for my class. The explanations are very clear, and yet it is very concise and does not overwhelm students.' Thomas Chadefaux, Trinity College Dublin
