Econometrics and Data Analysis for Developing Countries / Chandan Mukherjee, Howard White & Marc Wuyts.

By:

Mukherjee, Chandan

Contributor(s):

Chandan, Wuyts, Marc, & White Howard

Material type: Text

TextLanguage: English Publication details: Routledge : London, 1998.Description: xviii, 496 pages ; 24 cmISBN:

9781138205062

Subject(s):

DDC classification:

23 330.0151 MUK

Contents:

TABLE OF CONTENTS

pt. I. Foundations of data analysis. 1. Model specification and applied research. 2. Modelling an average. 3. Outliers, skewness and data transformations pt. II. Regression and data analysis. 4. Data analysis and simple regression. 5. Partial regression: interpreting multiple regression coefficients. 6. Model selection and misspecification in multiple regression pt. III. Analysing cross-section data. 7. Dealing with heteroscedasticity. 8. Categories, counts and measurements. 9. Logit transformation, modelling and regression pt. IV. Regression with time-series data. 10. Trends, spurious regressions and transformations to stationarity. 11. Misspecification and autocorrelation. 12. Cointegration and the error correction model pt. V. Simultaneous equation models. 13. Misspecification bias from single equation estimation. 14. Estimating simultaneous equation models App. A. The data sets used in this book App. B. Statistical tables

Summary: Provides a foundation to modern data analysis and econometric practice. Contains many examples and exercises with data from developing countries, available for immediate use on the floppy disk provided

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode
General Books	CUTN Central Library Social Sciences	Non-fiction	330.0151 MUK (Browse shelf(Opens below))	Available		46888

TABLE OF CONTENTS

pt. I. Foundations of data analysis. 1. Model specification and applied research. 2. Modelling an average. 3. Outliers, skewness and data transformations
pt. II. Regression and data analysis. 4. Data analysis and simple regression. 5. Partial regression: interpreting multiple regression coefficients. 6. Model selection and misspecification in multiple regression
pt. III. Analysing cross-section data. 7. Dealing with heteroscedasticity. 8. Categories, counts and measurements. 9. Logit transformation, modelling and regression
pt. IV. Regression with time-series data. 10. Trends, spurious regressions and transformations to stationarity. 11. Misspecification and autocorrelation. 12. Cointegration and the error correction model
pt. V. Simultaneous equation models. 13. Misspecification bias from single equation estimation. 14. Estimating simultaneous equation models
App. A. The data sets used in this book
App. B. Statistical tables

Provides a foundation to modern data analysis and econometric practice. Contains many examples and exercises with data from developing countries, available for immediate use on the floppy disk provided

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