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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 are incorporated throughout to encourage students to apply the techniques and build confidence. This new edition has been thoroughly revised in line with market feedback.
Retaining its student-friendly approach, Introduction to Econometrics has a comprehensive revision guide to all the essential statistical concepts needed to study econometrics, more Monte Carlo simulations than before and new summaries and non-technical introductions to more advanced topics at the end of chapters.
Online Resource Centre
For lecturers:
- Instructor manuals for the text and data sets, detailing the exercises and their solutions
- PowerPoint slides
For students:
- Data sets
- Study guide
- Software manual
- PowerPoint slides with explanations
- Contact the author
List of contents
From the contents:
1: Simple regression analysis
2: Properties of regression coefficients and hypothesis testing
3: Multiple regression analysis
4: Transformation of variables
5: Dummy variables
6: Specification regression variables: a preliinary skirmish
7: Heteroscedasticity
8: Stochastic regressors and measurement errors
9: Simultaneous equations estimation
10: Binary choice 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
About the author
Dr Christopher Dougherty is a Senior Lecturer in Economics at the London School of Economics.
Report
Review from previous edition It is the best introductory text for undergraduates on the market in my opinion. Bruce Morley, Bath University
