Econometrics - by Thomas Andren [kgpian].pdf

Applying mathematical and statistical practices to economics, econometrics enables economists to test theoretical hypotheses with real world data.
The text covers twelve important topics in econometrics, including basic probability and statistics, probability distributions, simple and multiple regression models, statistical inference, linear specification, dummy variables, heteroskedasticity, autocorrelation, multicollinearity, and simultaneous equation models. Econometrics provides a clear and in-depth introduction to these concepts, and is clearly organized for reference use. Important vocabulary and terminology is highlighted in bold. Each chapter begins with a clear introduction and useful equations are broken down with detailed explanations.

Content

1. Basics of probability and statistics
2. Basic probability distributions in econometrics
3. The simple regression model
4. Statistical inference
5. Model measures
6. The multiple regression model
7. Specification
8. Dummy variables
9. Heteroskedasticity and diagnostics
10. Autocorrelation and diagnostics
11. Multicollinearity and diagnostics
12. Simultaneous equation models
13. Statistical tables