Essential Econometric Techniques : A Guide to Concepts and Applications

Revised edition of the author's A guide to basic econometric techniques, [2014]

Includes bibliographical references (211 - 212) and index.

1. The Nature of Econometrics
2. Simple Regression Analysis
3. Residual Statistics
4. Hypothesis Testing
5. Multivariate Regression
6. Alternate Functional Forms
7. Dichotomous Variables
8. The Classical Linear Regression ModelChapter
9. Multicollinearity
10. Heteroskedasticity
11. Serial Correlation
12. Time-Series Techniques
13. Panel Data Techniques
Critical Values Tables
Cited Works
Index

"Now in its third edition, Essential Econometric Techniques: A Guide to Concepts and Applications is a concise, student-friendly textbook which provides an introductory grounding in econometrics, with an emphasis on the proper application and interpretation of results. Drawing on the author's extensive teaching experience, this book offers intuitive explanations of concepts such as heteroskedasticity and serial correlation, and provides step-by-step overviews of each key topic. This new edition contains more applications, brings in new material including a dedicated chapter on panel data techniques, and moves the theoretical proofs to appendices. After chapter seven, students will be able to design and conduct rudimentary econometric research. The next chapters cover multicollinearity, heteroskedasticity and autocorrelation, followed by techniques for time-series analysis and panel data. Excel data sets for the end-of-chapter problems are available as a digital supplement. A solutions manual is also available for instructors, as well as PowerPoint slides for each chapter. Essential Econometric Techniques shows students how economic hypotheses can be questioned and tested using real-world data, and is the ideal supplementary text for all introductory econometrics courses. Elia Kacapyr is Professor of Economics at Ithaca College, USA"--