Econometrics

By Bahrum Lamehdasht

This book contains revision notes for econometrics at the undergraduate level. This book includes revision notes on: - OLS; - Normality; - Inferential tests (t test and F test); - Modelling and model specification tests; - Multicollinearity, heteroskedasticity and autocorrelation; - The Koyck transformation; - Spurious regression; - Time stationarity and unit root tests; - Cointegration and Cointegration tests; - Error correction models and their estimation; - Panel data and instrumental variables; - Logit and Probit models; - Sample selection bias.

• Format: Paperback
• Language: English
• ISBN: 1291910999
• ISBN13: 9781291910995
• Release Date: November 2012
• Publisher: Lulu.com
• Length: 80 Pages
• Weight: 0.47 lbs.
• Dimensions: 0.2" x 8.3" x 11.7"