INTRODUCTION TO APPLIED ECONOMETRICS puts the "econ" back in econometrics by integrating classic empirical examples and applications into an introductory development of econometrics. This book rethinks the pedagogy of econometrics so as to build toward an introduction to recent developments in time series analysis, as opposed to the traditional approach that culminates in a treatment of simultaneous equations. This permits a focus on a more limited set of theoretical...
Ken Stewart holds an Honors B.A. in Economics and Mathematics from Dalhousie University, an M.Sc. in Economics from the London School of Economics and Political Science, and an M.A. in Economics, an M.A. in Statistics, and a Ph.D. in Economics from the University of Michigan. This book is the product of many years of teaching statistics and econometrics at the undergraduate and graduate levels. Professor Stewart's research...
1. ECONOMIC DATA AND ECONOMIC MODELS. Economic Data. Economic Models. Descriptive Statistics Versus Statistical Inference. 2. STATISTICAL INFERENCE. Populations, Samples and Parameters. Statistics and Sampling Distributions. Properties of Estimators. Derivation of Estimators. Hypothesis Testing. Further Topics in Hypothesis Testing. Inference is Conditional on the Model. Econometrics and Statistics. Statistical Methodology and the Philosophy of Science. 3. RELATIONSHIPS BETWEEN VARIABLES. Covariance and Correlation. Regression. Deviation Form Notation. Conclusions. 4. SIMPLE...
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