## 用户名 Email 自动登录 找回密码 密码 注册
 推荐: 全国院校招生简章

# Using Econometrics A Practical Guide-7th-Edition by Studenmund 范老师 发表于 18-9-9 17:06:30 | 显示全部楼层 |阅读模式 .pcb{margin-right:0} CONTENTS Preface xiii Chapter 1 An Overview of Regression Analysis 1 1.1 What Is Econometrics? 1 1.2 What Is Regression Analysis? 5 1.3 The Estimated Regression Equation 14 1.4 A Simple Example of Regression Analysis 17 1.5 Using Regression Analysis to Explain Housing Prices 20 1.6 Summary and Exercises 23 1.7 Appendix: Using Stata 30 Chapter 2 Ordinary Least Squares 35 2.1 Estimating Single-Independent-Variable Models with OLS 35 2.2 Estimating Multivariate Regression Models with OLS 40 2.3 Evaluating the Quality of a Regression Equation 49 2.4 Describing the Overall Fit of the Estimated Model 50 2.5 An Example of the Misuse of R 2 55 2.6 Summary and Exercises 57 2.7 Appendix: Econometric Lab #1 63 Chapter 3 Learning to Use Regression Analysis 65 3.1 Steps in Applied Regression Analysis 66 3.2 Using Regression Analysis to Pick Restaurant Locations 73 3.3 Dummy Variables 79 3.4 Summary and Exercises 83 3.5 Appendix: Econometric Lab #2 89 Chapter 4 The Classical Model 92 4.1 The Classical Assumptions 92 4.2 The Sampling Distribution of n 100 4.3 The Gauss–Markov Theorem and the Properties of OLS Estimators 106 4.4 Standard Econometric Notation 107 4.5 Summary and Exercises 108 Chapter 5 Hypothesis Testing and Statistical Inference 115 5.1 What Is Hypothesis Testing? 116 5.2 The t-Test 121 5.3 Examples of t-Tests 129 5.4 Limitations of the t-Test 137 5.5 Confidence Intervals 139 5.6 The F-Test 142 5.7 Summary and Exercises 147 5.8 Appendix: Econometric Lab #3 155 Chapter 6 Specification: Choosing the Independent Variables 157 6.1 Omitted Variables 158 6.2 Irrelevant Variables 165 6.3 An Illustration of the Misuse of Specification Criteria 167 6.4 Specification Searches 169 6.5 An Example of Choosing Independent Variables 174 6.6 Summary and Exercises 177 6.7 Appendix: Additional Specification Criteria 184 Chapter 7 Specification: Choosing a Functional Form 189 7.1 The Use and Interpretation of the Constant Term 190 7.2 Alternative Functional Forms 192 7.3 Lagged Independent Variables 202 7.4 Slope Dummy Variables 203 7.5 Problems with Incorrect Functional Forms 206 7.6 Summary and Exercises 209 7.7 Appendix: Econometric Lab #4 217 Chapter 8 Multicollinearity 221 8.1 Perfect versus Imperfect Multicollinearity 222 8.2 The Consequences of Multicollinearity 226 8.3 The Detection of Multicollinearity 232 8.4 Remedies for Multicollinearity 235 8.5 An Example of Why Multicollinearity Often Is Best Left Unadjusted 238 8.6 Summary and Exercises 240 8.7 Appendix: The SAT Interactive Regression Learning Exercise 244 Chapter 9 Serial Correlation 273 9.1 Time Series 274 9.2 Pure versus Impure Serial Correlation 275 9.3 The Consequences of Serial Correlation 281 9.4 The Detection of Serial Correlation 284 9.5 Remedies for Serial Correlation 291 9.6 Summary and Exercises 296 9.7 Appendix: Econometric Lab #5 303 Chapter 10 Heteroskedasticity 306 10.1 Pure versus Impure Heteroskedasticity 307 10.2 The Consequences of Heteroskedasticity 312 10.3 Testing for Heteroskedasticity 314 10.4 Remedies for Heteroskedasticity 320 10.5 A More Complete Example 324 10.6 Summary and Exercises 330 10.7 Appendix: Econometric Lab #6 337 Chapter 11 Running Your Own Regression Project 340 11.1 Choosing Your Topic 341 11.2 Collecting Your Data 342 11.3 Advanced Data Sources 346 11.4 Practical Advice for Your Project 348 11.5 Writing Your Research Report 352 11.6 A Regression User’s Checklist and Guide 353 11.7 Summary 357 11.8 Appendix: The Housing Price Interactive Exercise 358 Chapter 12 Time-Series Models 364 12.1 Distributed Lag Models 365 12.2 Dynamic Models 367 12.3 Serial Correlation and Dynamic Models 371 12.4 Granger Causality 374 12.5 Spurious Correlation and Nonstationarity 376 12.6 Summary and Exercises 385 Chapter 13 Dummy Dependent Variable Techniques 390 13.1 The Linear Probability Model 390 13.2 The Binomial Logit Model 397 13.3 Other Dummy Dependent Variable Techniques 404 13.4 Summary and Exercises 406 Chapter 14 Simultaneous Equations 411 14.1 Structural and Reduced-Form Equations 412 14.2 The Bias of Ordinary Least Squares 418 14.3 Two-Stage Least Squares (2SLS) 421 14.4 The Identification Problem 430 14.5 Summary and Exercises 435 14.6 Appendix: Errors in the Variables 440 Chapter 15 Forecasting 443 15.1 What Is Forecasting? 444 15.2 More Complex Forecasting Problems 449 15.3 ARIMA Models 456 15.4 Summary and Exercises 459 Chapter 16 Experimental and Panel Data 465 16.1 Experimental Methods in Economics 466 16.2 Panel Data 473 16.3 Fixed versus Random Effects 483 16.4 Summary and Exercises 484 Appendix A Answers 491 Appendix B Statistical Tables 517 链接：https://pan.baidu.com/s/1H4wI2-wtxgnjC9Gwov8Z6g 购买主题 本主题需向作者支付 50 个金币 才能浏览
 您需要登录后才可以回帖 登录 | 注册 本版积分规则 回帖后跳转到最后一页

GMT+8, 19-7-22 13:18 , Processed in 0.096979 second(s), 11 queries , Gzip On, Xcache On.