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Undergraduate Econometrics


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Table of Contents

Preface; An Introduction to Econometrics; Some Basic Probability Concepts; The Simple Linear Regression Model: Specification and Estimation; Properties of the Least Squares Estimators; Inference in the Simple Regression Model: Interval Estimation, Hypothesis Testing, and Prediction; The Simple Linear Regression Model: Reporting the Results and Choosing the Functional Form; The Multiple Regression Model; Further Inference in the Multiple Regression Model; Dummy (Binary) Variables; Nonlinear Models; Heteroskedasticity; Autocorrelation; Random Regressors and Moment Based Estimation; Simultaneous Equations Models; Distributed Lag Models; Regression with Time Series Data; Pooling Time-Series and Cross-Sectional Data; Qualitative and Limited Dependent Variable Models; Writing an Empirical Research Report, and Sources of Economic Data; Statistical Tables; Index

About the Author

R. Carter Hill, Louisiana State University; William Griffiths, University of New England; and George Judge, University of California, Berkeley

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