Title Introductory econometrics : using Monte Carlo simulation with Microsoft Excel / Humberto Barreto, Frank M. Howland

Published Cambridge ; New York : Cambridge University Press, 2006

Copies

Location	Call no.	Vol.	Availability
MELB	330.01518282 Bar/Ieu		AVAILABLE

Description 774 pages : illustrations ; 26 cm+ 1 CD-ROM (4 3/4 in.) Contents 1. Introduction -- 2. Correlation -- 3. PivotTables -- 4. Computing the OLS regression line -- 5. Interpreting OLS regression -- 6. Functional form of the regression -- 7. Multiple regression -- 8. Dummy variables -- 9. Monte Carlo simulation -- 10. Review of statistical inference -- 11. The measurement box model -- 12. Comparing two populations -- 13. The classical econometric model -- 14. The Gauss-Markov theorem -- 15. Understanding and standard error -- 16. Confidence intervals and hypothesis testing -- 17. Joint hypothesis testing -- 18. Omitted variable bias -- 19. Heteroskedasticity -- 20. Autocorrelation -- 21. Topics in time series -- 22. Dummy dependent variable models -- 23. Bootstrap -- 24. Simultaneous equations Bibliography Includes bibliographical references and index SUBJECT Microsoft Excel (Computer file) http://id.loc.gov/authorities/names/n86025775 Subject Econometrics. Monte Carlo method -- Data processing. Author Howland, Frank M., 1958- LC no. 2005014585 ISBN 9780521843195 (hbk.) 0521843197 (hbk.)

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