5 ed.

Oxford, Inglaterra : Oxford University Press, c2016.

xvii, 590 p. : il. ; 25 cm.

Review: random variables, sampling, estimation, and inference. -- 1. Simple regression analysis. -- 2. Properties of regression coefficients and hypothesis testing. -- 3. Multiple regression analysis. -- 4. Nonlinear models and transformations of variables. -- 5. Dummy variables. -- 6. Specification of regression variables. -- 7. Heteroskedasticity. -- 8. Stochastic regressors and measurement errors. -- 9. Simultaneous equations estimation. -- 10. Binary choice and limited dependent variable 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. --

Tomado de Amazon: "Retaining the student-friendly approach of previous editions, Introduction to Econometrics, Fifth Edition, uses clear and simple mathematics notation and step-by step explanations of mathematical proofs to help students thoroughly grasp the subject. Extensive exercises throughout build students' confidence and provide them with hands-on practice in applying techniques. The fifth edition features a comprehensive revision guide to all the essential statistical concepts needed to study econometrics, additional Monte Carlo simulations, new summaries, and non-technical introductions to more advanced topics at the end of chapters." --

9780199676828

Incluye bibliografía (Pp. 577-580) e índice analítico.