Essentials of Applied Econometrics
- ISBN-10
- 0520288335
- ISBN-13
- 9780520288331
- Category
- Business & Economics
- Pages
- 240
- Language
- English
- Published
- 2016-11-08
- Publisher
- Univ of California Press
- Authors
- J. Edward Taylor, Aaron D. Smith
Description
Introduction to econometrics -- Simple regression -- Multiple regression -- Generalizing from a sample -- Properties of our estimators -- Hypothesis testing and confidence intervals -- Predicting in a nonlinear world -- Best of blue I : cross section data and heteroskedasticity (assumption CR2) -- Best of blue II : correlated errors (assumption CR3) -- Sample selection bias (assumption CR1) -- Identifying causation -- Instrumental variables : a solution to the endogeneity problem -- Appendix : critical values for commonly used tests in econometrics
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