Introductory Econometrics Ebook

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Publication: Cambridge University Press
 
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Language: English
Publication Date: December 2005
Pages: 800
File Size: 16363 Kbytes

Restrictions set by Publisher:
- Text-to-speech feature is available.
- Printing 20 pages every 30 days is allowed.
- Copying 5 text selections every 30 days is allowed.
- Free application Adobe Digital Editions, Aldiko reader, or Bluefire reader required .
$80.00
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ISBN: 9780511133572   Should I buy this Ebook?   Write a Review

Description

(E-Books do not include any DVD or CD with the purchase.)

This highly accessible and innovative text and accompanying CD-ROM use Excel® workbooks powered by Visual Basic macros to teach the core concepts of econometrics without advanced mathematics. It enables students to run Monte Carlo simulations in order to understand the data generating process and sampling distribution. Intelligent repetition of concrete examples effectively conveys the properties of the ordinary least squares (OLS) estimator and the nature of heteroskedasticity and autocorrelation. Coverage includes omitted variables, binary response models, basic time series, and simultaneous equations. The authors teach students how to construct their own real-world data sets drawn from the internet, which they can analyze with Excel® or with other econometric software. The Excel add-ins allow students to draw histograms, to compute P-values and robust standard errors, and to construct their own MonteCarlo and bootstrap simulations. For more readers may visit the web site at www.wabash.edu/econometrics.

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Introductory Econometrics