Econometrics For Dummies breaks down this complex subject and provides students with a\xa0course supplement that further refines their understanding of how econometrics works and how it can be applied in real-world situations.
Front Cover.
Title Page.
Copyright Page.
About the Author.
Dedication.
Authors' Acknowledgements.
Contents at a Glance.
Table of Contents.
1: Introduction.
2: Getting Started with Econometrics.
3: Econometrics: The Economist's Approach to Statistical Analysis.
4: Getting the Hang of Probability.
5: Making Inferences and Testing Hypotheses.
6: Building the Classical Linear Regression Model.
7: Understanding the Objectives of Regression Analysis.
8: Going beyond Ordinary with the Ordinary Least Squares Technique.
9: Assumptions of OLS Estimation and the Gauss-Markov Theorem.
10: The Normality Assumption and Inference with OLS.
11: Working with the Classical Regression Model.
12: Functional Form, Specification, and Structural Stability.
13: Regression with Dummy Explanatory Variables.
14: Violations of Classical Regression Model Assumptions.
15: Multicollinearity.
16: Heteroskedasticity.
17: Autocorrelation.
18: Discrete and Restricted Dependent Variables in Econometrics.
19: Qualitative Dependent Variables.
20: Limited Dependent Variable Models.
21: Extending the Basic Econometric Model.
22: Static and Dynamic Models.
23: Diving into Pooled Cross-Section Analysis.
24: Panel Econometrics.
25: The Part of Tens.
26: Ten Components of a Good Econometrics Research Project.