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ISBN 10: 0804777209
ISBN 13: 9780804777209
Author: Jeffrey Zax
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.
Introductory Econometrics 1st Table of contents:
2 The Essential Tool
3 Covariance and Correlation
4Fitting a Line
5 From Sample to Population
6 Confidence intervals and Hypothesis Tests
7 Inference in Ordinary Least Squares
8 What if the Disturbances Have Nonzero Expectations or Different Variances?
9 What if the Disturbances Are Comelated?
10 What if the Disturbances and the Explanatory Variables Are Related?
11 What it There Is More Than Onex?
12 Understanding and Interpreting Regression with Two xs
13 Making Regression More Flexible
14 More Than Two Explanatory Variables
15 Categorical Dependent Variables
Epilogue
Appendix
References
Index
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