Introduction to Econometrics - Dougherty, Christopher (Oxford Oxford University Press, 2011)
Review : random variables, sampling, and estimation -- Simple regression analysis -- Properties of the regression coefficients and hypothesis testing -- Multiple regression analysis -- Nonlinear models and Transformations of variables -- Dummy variables --- Specification of regression variables : a preliminary skirmish -- Heteroscedasticity -- Stochastic regressors and measurement errors -- Simultaneous equations estimation -- Binary choice and limited dependent variable models, and maximum likelihood estimation -- Models using time series data -- Autocorrelation -- Introduction to nonstationary time series -- Introduction to panel data models.
Includes bibliography and index.
Keywords: ECONOMICS; ECONOMETRICS; ECONOMICS -- MATHEMATICAL