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• catalog abstract ""A Guide to Modern Econometrics explores a wide range of topics in modern econometrics focusing on what is important for doing and understanding empirical work. It serves as a guide to alternative techniques with the emphasis on practical questions such as when to use a particular approach, what can be gained by its use and what are the drawbacks. It does not concentrate on the formulae behind each technique nor on formal proofs, but on the intuition behind the approaches and their practical relevance."--Jacket.".
• catalog contributor b12306167.
• catalog created "c2000.".
• catalog date "2000".
• catalog date "c2000.".
• catalog dateCopyrighted "c2000.".
• catalog description ""A Guide to Modern Econometrics explores a wide range of topics in modern econometrics focusing on what is important for doing and understanding empirical work. It serves as a guide to alternative techniques with the emphasis on practical questions such as when to use a particular approach, what can be gained by its use and what are the drawbacks. It does not concentrate on the formulae behind each technique nor on formal proofs, but on the intuition behind the approaches and their practical relevance."--Jacket.".
• catalog description "An Introduction to Linear Regression -- Ordinary Least Squares as An Algebraic Tool -- Ordinary Least Squares -- Simple Linear Regression -- Example: Individual Wages -- Matrix Notation -- The Linear Regression Model -- Small Sample Properties of the OLS Estimator -- The Gauss--Markov Assumptions -- Properties of the OLS Estimator -- Example: Individual Wages (Continued) -- Goodness-of-fit -- Hypothesis Testing -- A Simple t-test -- Example: Individual Wages (Continued) -- Testing One Linear Restriction -- A Joint Test of Significance of Regression Coefficients -- Example: Individual Wages (Continued) -- Size, Power and p-values -- Asymptotic Properties of the OLS Estimator -- Consistency -- Asymptotic Normality -- Illustration: the Capital Asset Pricing Model -- The CAPM as a Regression Model -- Estimating and Testing the CAPM -- Multicollinearity -- Example: Individual Wages (Continued) -- Prediction -- Interpreting and Comparing Regression Models -- Interpreting the Linear Model -- Selecting the Set of Regressors -- Misspecifying the Set of Regressors -- Selecting Regressors -- Comparing Non-nested Models -- Misspecifying the Functional Form -- Nonlinear Models -- Testing the Functional Form -- Illustration: Explaining House Prices -- Illustration: Explaining Individual Wages -- Linear Models -- Loglinear Models -- The Effects of Gender -- Heteroskedasticity and Autocorrelation -- Consequences for the OLS Estimator -- Deriving an Alternative Estimator -- Heteroskedasticity -- Estimator Properties and Hypothesis Testing.".
• catalog description "Includes bibliographical references (p. [369]-377) and index.".
• catalog extent "xii, 386 p. :".
• catalog identifier "0471899828 (alk. paper)".
• catalog issued "2000".
• catalog issued "c2000.".
• catalog language "eng".
• catalog publisher "Chichester ; New York : Wiley,".
• catalog subject "330/.01/5195 21".
• catalog subject "Econometrics.".
• catalog subject "HB139 .V465 2000".
• catalog subject "Regression analysis.".
• catalog tableOfContents "An Introduction to Linear Regression -- Ordinary Least Squares as An Algebraic Tool -- Ordinary Least Squares -- Simple Linear Regression -- Example: Individual Wages -- Matrix Notation -- The Linear Regression Model -- Small Sample Properties of the OLS Estimator -- The Gauss--Markov Assumptions -- Properties of the OLS Estimator -- Example: Individual Wages (Continued) -- Goodness-of-fit -- Hypothesis Testing -- A Simple t-test -- Example: Individual Wages (Continued) -- Testing One Linear Restriction -- A Joint Test of Significance of Regression Coefficients -- Example: Individual Wages (Continued) -- Size, Power and p-values -- Asymptotic Properties of the OLS Estimator -- Consistency -- Asymptotic Normality -- Illustration: the Capital Asset Pricing Model -- The CAPM as a Regression Model -- Estimating and Testing the CAPM -- Multicollinearity -- Example: Individual Wages (Continued) -- Prediction -- Interpreting and Comparing Regression Models -- Interpreting the Linear Model -- Selecting the Set of Regressors -- Misspecifying the Set of Regressors -- Selecting Regressors -- Comparing Non-nested Models -- Misspecifying the Functional Form -- Nonlinear Models -- Testing the Functional Form -- Illustration: Explaining House Prices -- Illustration: Explaining Individual Wages -- Linear Models -- Loglinear Models -- The Effects of Gender -- Heteroskedasticity and Autocorrelation -- Consequences for the OLS Estimator -- Deriving an Alternative Estimator -- Heteroskedasticity -- Estimator Properties and Hypothesis Testing.".
• catalog title "A guide to modern econometrics / Marno Verbeek.".
• catalog type "text".