Introductory econometrics : intuition, proof, and practice / Jeffrey S. Zax.

Format:

Book

Author/Creator:

Zax, Jeffrey S.

Language:

English

Subjects (All):

Econometrics--Textbooks.

Econometrics.

Physical Description:

1 online resource (673 p.)

Edition:

1st ed.

Place of Publication:

Stanford, Calif. : Stanford Economics and Finance, 2011.

Language Note:

English

Summary:

Introductory Econometrics: Intuition, Proof, and Practice attempts to distill econometrics into a form that preserves its essence, but that is acceptable—and even appealing—to the student's intellectual palate. This book insists on rigor when it is essential, but it emphasizes intuition and seizes upon entertainment wherever possible. Introductory Econometrics is motivated by three beliefs. First, students are, perhaps despite themselves, interested in questions that only econometrics can answer. Second, through these answers, they can come to understand, appreciate, and even enjoy the enterprise of econometrics. Third, this text, which presents select innovations in presentation and practice, can provoke readers' interest and encourage the responsible and insightful application of econometric techniques. In particular, author Jeffrey S. Zax gives readers many opportunities to practice proofs—which are challenging, but which he has found to improve student comprehension. Learning from proofs gives readers an organic understanding of the message behind the numbers, a message that will benefit them as they come across statistics in their daily lives. An ideal core text for foundational econometrics courses, this book is appropriate for any student with a solid understanding of basic algebra—and a willingness to use that tool to investigate complicated issues.

Contents:

Front matter

Brief Contents

Contents

List of Tables and Figures

Preface

Chapter 1. What Is a Regression?

Chapter 2. The Essential Tool

Chapter 3. Covariance and Correlation

Chapter 4. Fitting a Line

Chapter 5. From Sample to Population

Chapter 6. Confidence Intervals and Hypothesis Tests

Chapter 7. Inference in Ordinary Least Squares

Chapter 8. What If the Disturbances Have Nonzero Expectations or Different Variances?

Chapter 9. What If the Disturbances Are Correlated?

Chapter 10. What If the Disturbances and the Explanatory Variables Are Related?

Chapter 11. What If There Is More Than One x?

Chapter 12. Understanding and Interpreting Regression with Two x's

Chapter 13. Making Regression More Flexible

Chapter 14. More Than Two Explanatory Variables

Chapter 15. Categorical Dependent Variables

Epilogue

Appendix

References

Index

Notes:

Description based upon print version of record.

Includes bibliographical references and index.

ISBN:

9780804777209

0804777209

OCLC:

722444488