This highly accessible and innovative text and accompanying
CD.ROM useExcel workbooks powered by Visual Basic macros to teach
the core con—cepts of econometrics without advanced
mathematics.These materials enableMonte Carlo simulations to be run
by students with a click of a button.Thefundamental teaching
strategy is to use clear language and take advantage ofrecent
developments in computer technology to create concrete.visual
expla—nations of difficult.abstract jdeas.Intelligent repetition of
concrete exampleseffectively conveys the properties of the ordinary
least squares rOLsesti.mator and the nature of heteroskedasticitv
and autocorrelation.Coverageincludes omitted variables,binary
response models,basic time series methods.and an introduction to
simultaneous equations.The authors teach studentshow to construct
their own real—world data sets drawn from the Internet.which they
can analyze with Excel or with other econometric software.TheExcel
add—ins included with this book allow students to draw
histograms.findP—values of various test statisticsincluding
Durbin—Watson、obtain robuststandard errors,and construct their own
Monte Carlo and bootstrap simula—tions.For more.visit
wwwabash.edu/econometrics.
目錄:
Preface
User Guide
0.1 Conventions and Organization of Files
0.2.Preparing and Working with Microsoft Excel
1.Introduction
1.1.Definition of Econometrics
1.2.Regression Analysis C/g.x/s
1.3.Conclusion
1.4.Exercises
References
PART l.DESCRIPTION
2.Correlation
2.1.Introduction
2.2.Correlation Basics Correlartion.xls
2.3.Correlation DangersCorrelation.xlsIMRGDPX
2.4.Ecological CorrelationEcolCorr.xls EcolCorrCPSx
2.5.Conclusion
2.6.Exercises
References
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