5 ed.

Fort Worth, TX, Estados Unidos : Harcourt College Publishers, c2002.

xvi, 688 p. : il. ; 24 cm.

Part 1. Background. -- 1. Introduction. -- 2. Review of probability and statistics. -- Part 2. Basics. -- 3. The simple linear regression model. -- 4. Multiple regression models. -- 5. Multicollinearity. -- Part 3. Extensions. -- 6. Choosing functional forms and testing for model specifications. -- 7. Qualitative (or dummy) independent variables. -- Part 4. Some special issues with cross-section and time series data. -- 8. Heteroscedasticity. -- 9. Serial correlation. -- 10. Distributed lag models. -- Part 5. Special topics. -- 11. Forecasting. -- 12. Qualitative and limited dependent variables. -- 13. Simultaneous equation models. -- Part 6. Practice. -- 14. Carrying out an empirical project. --

Tomado de Amazon: "Offers an ideal combination of econometric theory and hands-on practical training for undergraduate and graduate courses. The author's ambition is to provide realistic applications without sacrificing theoretical underpinnings. He uses a logical step-by-step approach to walk readers through numerous real-world examples of model specification, estimation, and hypothesis testing. The book also succeeds at being self-contained. By including background information on mathematics, probability, statistics, and software applications, readers have all the information they need in one place." --

0030341868