Overviews of Econometrics
-
1
-
2
下一节
目录
-
1 Ch01 The Nature and Scope of Econometrics
-
1.1 Overviews of Econometrics
-
1.2 The Nature and Scope of Econometrics
-
-
2 Ch02 Basic Ideas of Linear Regression
-
2.1 2.1-2.6
-
2.2 2.7-2.10
-
-
3 Ch03 The Two-Variable Model
-
3.1 3.1-3.4
-
3.2 3.5-3.9
-
3.3 EXPERIMENT 1 Times Series & Cross-Sectional Data Model
-
-
4 Ch04 Multiple Regression
-
4.1 4.1-4.6
-
4.2 4.7-4.13
-
4.3 Case Study
-
4.4 EXPERIMENT 2 Modelling and Normality Test of Residuals
-
-
5 Ch05 Functional Forms of Regression Models
-
5.1 5.1-5.11
-
5.2 Case Study
-
5.3 EXPERIMENT 3 Tests of Functional Forms
-
-
6 Ch06 Dummy Variable Regression Models
-
6.1 6.1-6.3
-
6.2 6.4-6.7
-
6.3 Case Study
-
6.4 EXPERIMENT 4 Dummy Variables Models
-
-
7 Ch07 Model Selection
-
7.1 7.1-7.4
-
7.2 7.5-7.7
-
-
8 Ch08 Multicollinearity
-
8.1 8.1-8.4
-
8.2 8.5-8.8
-
8.3 EXPERIMENT 5 Joint Tests of Regression Coefficients
-
-
9 Ch09 Heteroscedasticity
-
9.1 9.1-9.3
-
9.2 9.4-9.6
-
9.3 EXPERIMENT 6 Multicollineariry and Heteroscedasticity
-
-
10 Ch10 Autocorrelation
-
10.1 10.1-10.3
-
10.2 10.4-10.6
-
10.3 EXPERIMENT 7 AutoCorrelation and endogeneity, LPM
-
-
11 Ch12 Unit Root Rest, Cointegration and ECM
-
11.1 12.1-12.2
-
11.2 12.3-12.5
-
11.3 Case Study
-
11.4 EXPERIMENT 8 Nonstationary Times Series Modelling
-
