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Oxford University Press is a department of the University of Oxford. It furthers the University's objective of excellence in research, scholarship, and education by publishing worldwide.

Print Price: $114.99

Format:
Paperback
610 pp.
189 mm x 246 mm

ISBN-13:
9780199676828

Copyright Year:
2016

Imprint: OUP UK


Introduction to Econometrics

Fifth Edition

Christopher Dougherty

Taking a modern approach to the subject, Introduction to Econometrics provides students with a solid grounding in econometrics, striving to make complex concepts accessible and maintaining a level appropriate for students with or without a mathematical background.

Readership : Undergraduate students on Economics degrees. Also students on Finance degrees.

Reviews

  • Review from previous edition: "What sets this book apart is abundance of available online material..."
    --Sunica Vujic, University of Antwerp

  • "This is an excellent text for introductory econometrics courses and this edition is even better, especially with the increase in figures and charts."
    --Dr Bruce Morley, University of Bath

  • "Students of finance need to be comfortable with the econometric tools necessary to both grasp empirical work and undertake it. This text provides an excellent point of reference and constant companion in developing precisely that understanding."
    --Paul Stewart, University of Ulster

  • "Excellent textbook, which I have adopted as required reading for my class. The explanations are very clear, and yet it is very concise and does not overwhelm students."
    --Thomas Chadefaux, Trinity College Dublin

Introduction
Review: Random Variables, Sampling, and Estimation
1. Simple Regression Analysis
2. Properties of Regression Coefficients and Hypothesis Testing
3. Multiple Regression Analysis
4. Nonlinear Models and Transformations of Variables
5. Dummy Variables
6. Specification of Regression Variables
7. Heteroskedasticity
8. Stochastic Regressors and Measurement Errors
9. Simultaneous Equations Estimation
10. Binary Choice and Limited Dependent Variable Models, and Maximum Likelihood Estimation
11. Models Using Time Series Data
12. Autocorrelation
13. Introduction to Nonstationary Time Series
14. Introduction to Panel Data Model

Companion Site
Instructor's Resources:
Instructor's Manual:
- Text exercises and solutions
- Data sets
- Graphs from the book
PowerPoint slides
Student Resources:
Student Study Guide:
- Exercises
- Data sets referred to in the book
- Ask the Author forum
- Software Manual
- Excel tutorial
- Maple tutorial
- Further exercises with answers
- Expanded solutions to progress exercises

Dr Christopher Dougherty is an Associate Professor in Economics at the London School of Economics.

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Special Features

  • Provides substantial hands-on practical experience.
  • Mathematical demands on the student are kept to a minimum.
  • Introductory review chapter ensures that all students are confident in basic statistics before embarking on the econometrics material.
  • Versatile approach ensures students with or without a background in math can relate to the application of tests of economic concepts.
  • Expanded explanations clarify why each piece of analysis is relevant and important.
  • Regression Exercises provide substantial hands-on experience to help students develop analytical skills and understand why techniques work in certain contexts and not in others.
  • Step-by-step approach begins with a simple model and gradually develops into a more sophisticated one as students' knowledge of econometric theory grows.
New to this Edition
  • Opening outline at the start of each chapter highlights key concepts and the relevance of equations, increasing the level of accessibility for students.
  • Minimal mathematical content - only core equations - are included to ensure students without a mathematical background are not overwhelmed.
  • Short introductions to the meaning and application of more advanced topics encourage students to develop their learning independently.
  • Updated student examples and exercises - including additional exercises at the end of each chapter - maximize the opportunity for students to consolidate their learning.