2 ed.

New York, NY, Estados Unidos ; Londres, Inglaterra : Macmillan Education / Palgrave, 2015 ; 2011.

xxx, 466 p. : il. ; 25 cm.

I. Basics of linear regression. -- 1. The linear regression model: an overview. -- 2. Functional forms of regression models. -- 3. Qualitative explanatory variables regression models. -- II. Regression diagnostics. -- 4. Regression diagnostic I: multicollinearity. -- 5. Regression diagnostic II: heteroscedasticity. -- 6. Regression diagnostic III: autocorrelation. -- 7. Regression diagnostic IV: model specification errors. -- III. Topics in cross-section data. -- 8. The logit and probit models. -- 9. Multinomial regression models. -- 10. Ordinal regression models. -- 11. Limited dependent variable regression models. -- 12. Modeling count data: the poisson and negative binomial regression models. -- IV. Time series econometrics. -- 13. Stationary and nonstationary time series. -- 14. Cointegration and error correction models. -- 15. Asset price volatility: the ARCH and GARCH models. -- 16. Economic forecasting. -- V. Selected topics in econometrics. -- 17. Panel data regression models. -- 18. Survival analysis. -- 19. Stochastic regressors and the method of instrumental variables. -- 20. Beyond OLS: quantile regressions. -- 21. Multivariate regression models. --

Tomado de la pasta: "The second edition of this bestselling textbook retains its unique learning-by-doing approach to the study of econometrics. Rather than relying on complex theoretical discussions and complicated mathematics, this book explains econometrics from a practical point of view by walking the student through real-life examples, step by step. The second edition has been fully revised and updated, and features two brand new chapters on Quantile Regression Modeling and Multivariate Regression Models, new extended examples accompanied by real-life data, and new student exercises at the end of each chapter." --

9780230290396

9781137375018