Gespeichert in:
| Titel: | Using EViews for Undergraduate econometrics |
|---|---|
| Von: |
Mark A. Reiman ; R. Carter Hill
|
| Person: |
Reiman, Mark A.
Verfasser aut Hill, Rufus Carter |
| Hauptverfassende: | , |
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
New York [u.a.]
Wiley
2001
|
| Schlagworte: | |
| Online-Zugang: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009544851&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Beschreibung: | Bildet Ergänzung zu: Hill, R. Carter: Undergraduate econometrics, 2. ed. |
| Beschreibung: | VIII, 181 S. Ill., graph. Darst. 1 CD-ROM (12 cm) |
| ISBN: | 0471412392 |
Internformat
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| 245 | 1 | 0 | |a Using EViews for Undergraduate econometrics |c Mark A. Reiman ; R. Carter Hill |
| 264 | 1 | |a New York [u.a.] |b Wiley |c 2001 | |
| 300 | |a VIII, 181 S. |b Ill., graph. Darst. |e 1 CD-ROM (12 cm) | ||
| 336 | |b txt |2 rdacontent | ||
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| 700 | 1 | |a Hill, Rufus Carter |e Verfasser |4 aut | |
| 700 | 1 | 2 | |a Hill, Rufus Carter |4 aut |t Undergraduate econometrics |
| 856 | 4 | 2 | |m Digitalisierung UB Regensburg |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009544851&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
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Datensatz im Suchindex
| DE-BY-TUM_call_number | 1001 2006 B 2724 |
|---|---|
| DE-BY-TUM_katkey | 1559950 |
| DE-BY-TUM_location | Mag |
| DE-BY-TUM_media_number | 040050570499 |
| DE-BY-UBR_call_number | 00/QH 310 H647 R3(2) 40/QH 310 H647 R3(2) 401/QH 310 H647 R3(2) |
| DE-BY-UBR_katkey | 3210321 |
| DE-BY-UBR_location | UB Magazin UB Magazin UB Lesesaal Wirtschaft UB Lesesaal Wirtschaft |
| DE-BY-UBR_media_number | 069032885449 069034614571 069035839381 069034614582 |
| _version_ | 1835110493563387904 |
| adam_text | Contents
Preface
List of
Workfíles
Chapter
1
Introduction to EViews
1.1
Creating a Workfile
1.2
Importing a Text (ASCII) Data File
1.3
Importing Data Contained in an Excel File
1.4
Entering Data Manually
1.5
EViews Help Menu
1.6
Examining the Data
1.7
Plotting the Data
1.7.1
Plotting from the Spreadsheet View
1.7.2
Plotting using Quick/Graph
1.7.3
Copying Graphs into Documents
1.8
Descriptive Statistics
1.9
Histograms
1.10
Creating and Deleting Variables
1.11
The Basic Mathematical Operations
1.12
Using EViews Functions
1.13
Creating Coefficient Vectors
V
vi
1
1
2
6
8
10
12
13
13
14
16
18
19
20
21
21
22
Chapter
2
Computing Normal Probabilities
24
2.1
Cumulative Normal Probabilities
24
2.2
Computing Normal Distribution Percentiles
27
Chapter
3
The Simple Linear Regression Model: Specification and Estimation
30
3.1
Plotting the Food Expenditure Data
30
3.2
Estimating a Simple Regression
34
3.3
Plotting a Simple Regression
36
3.4
Plotting the Least Squares Residuals
38
3.5
Using EViews to Predict with a Simple Regression Model
39
Chapter
4
Properties of the Least Squares Estimators
43
4.1
The Estimated Variances and Covariances for the Food Expenditure Example
43
4.2
Storing Results
44
4.3
Working with Regression Statistics
46
4.4
Plots of the Least Squares Residuals
47
Chapter
5
Inference in the Simple Regression Model
49
5.1
Interval Estimation Using the Food Expenditure Data
49
5.2
A Two-Tailed Hypothesis Test
51
5.3
A Significance Test in the Food Expenditure Model
52
5.4
One-Tailed Tests in the Food Expenditure Model
53
5.4.1
Alternative Greater Than
(>) 53
5.4.2
Alternative Less Than
(<) 54
5.4.3
One-Tailed Test of Significance
54
5.5
Prediction in the Food Expenditure Model
55
5.5.1
Constructing the Interval
55
iii
5.5.2
Predicting Using EViews
56
Chapter
6
The Simple Linear Regression Model: Reporting the Results
and Choosing the Functional Form
60
6.1
The Coefficient of Determination
60
6.2
The Effects of Scaling the Data
62
6.3
Choosing a Functional Form: Empirical Issues
64
6.4
Are the Residuals Normally Distrihuted?
70
Chapter
7
The Multiple Regression Model
72
7.1
Least Squares Estimation of a Multiple Regression Model
72
7.2
Simple Prediction
73
7.3
Estimation of the Error Variance
74
7.4
The Variances and Covariances of the Least Squares Estimators
75
7.5
Interval Estimation
76
7.6
Hypothesis Testing for a Single Coefficient
77
7.6.1
Using the Program TTEST
77
7.6.2
Computing the Tests Directly
82
7.7
Measuring Goodness of Fit
83
7.7.1
Using the ANOVA Program
83
7.7.2
Directly Computing the Goodness of Fit Measures
85
Chapter
8
Further Inference in the Multiple Regression Model
86
8.1
TheF-test
86
8.1.1
Constructing the F-Statistic
86
8.1.2
Using EViews Coefficient Tests
88
8.2
Testing the Significance of the Model
90
8.3
An Extended Model
91
8.4
The Significance of Advertising
92
8.5
The Optimal Level of Advertising
93
8.6
The Optimal Level of Advertising and Price
94
8.7
The Use of
Nonsample
Information
96
Chapter
9
Dummy (Binary) Variables
98
9.1
The University Effect on House Prices
98
9.2
An Empirical Example of the Chow Test
99
9.2.1
Creating Time Trend Variables
100
9.2.2
Using Logical Operations
101
9.2.3
Estimating and Testing the Unrestricted Model
102
9.2.4
Estimating a Model Using Part of the Sample
105
9.2.5
Using the EViews Chow Test
105
Chapter
10
Nonlinear Models
107
10.1
Interactions Between Two Continuous Variables
107
10.2
A Simple Nonlinear-in-the-Parameters Model
108
10.3
A Logistic Growth Curve
109
10.4
Poisson
Regression
110
Chapter
11
Heteroskedasticity
113
11.1
Diagnosing Heteroskedasticity
113
11.2
White s Approximate Estimator for the Variance of the LS Estimator
114
iv
11.3 Proportional Heteroskedasticity 116
11.4 The Goldfeld-Quandt Test 118
11.5
A
Sample
with a Heteroskedastic Partition
119
11.6
Testing the Variance Assumption
121
Chapter
12
Autocorrelation
123
12.1
Residual Plots
123
12.2
Implementing Generalized Least Squares
125
12.3
Using EViews for Estimation with AR(1) Errors
127
12.4
The Durbin-Watson Test for Autocorrelation
128
12.5
A
Lagrange
Multiplier Test for Autocorrelation
129
12.6
Prediction with AR(1) Errors
131
12.7
Using EViews for Prediction with AR(1) Errors
132
Chapter
13
Random Regressors and Moment Based Estimation
135
13.1
The Inconsistency of the Least Squares Estimator When cov(x,e)
* 0 135
13.2
An Example of the Consequences of Measurement Errors
136
13.3
An Empirical Example of Instrumental Variables Estimation
137
13.4
An Empirical Example of the Hausman Test
139
Chapter
14
Simultaneous Equations Models
140
14.1
Estimating the Reduced Form
140
14.2
Two-Stage Least Squares Estimation of an Equation
141
14.3
Two-Stage Least Squares Estimation of a System of Equations
142
Chapter
15
Distributed Lag Models
146
15.1
The Finite Lag Model
146
15.2
Polynomial Distributed Lags
148
15.3
Selection of the Length of the Finite Lag
149
15.4
An Illustration oftheARDL Model
149
Chapter
16
Regression with Time Series Data
152
16.1
Stationary Time Series
152
16.2
Spurious Regressions
153
16.3
Checking Stationarity Using the Autocorrelation Function
154
16.4
The Dickey-Fuller Tests: An Example
156
16.5
An Example of
a Cointegration Test
160
Chapter
17
Pooling Time-Series and Cross-Sectional Data
162
17.1
Estimating Separate Equations
162
17.2
Separate or Joint Estimation
163
17.3
A Dummy Variable Specification
166
17.4
An Error Components Model
168
Chapter
18
Qualitative and Limited Dependent Variable Models
171
18.1
An Example
171
Chapter
19
Obtaining Economic Data from the Internet
173
19.1
Obtaining Data from Economagic
173
19.2
Obtaining Data in Text Format
177
|
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| genre | (DE-588)4123623-3 Lehrbuch gnd-content |
| genre_facet | Lehrbuch |
| id | DE-604.BV013948356 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T10:56:23Z |
| institution | BVB |
| isbn | 0471412392 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009544851 |
| oclc_num | 634782297 |
| open_access_boolean | |
| owner | DE-355 DE-BY-UBR DE-19 DE-BY-UBM DE-M49 DE-BY-TUM DE-N2 |
| owner_facet | DE-355 DE-BY-UBR DE-19 DE-BY-UBM DE-M49 DE-BY-TUM DE-N2 |
| physical | VIII, 181 S. Ill., graph. Darst. 1 CD-ROM (12 cm) |
| publishDate | 2001 |
| publishDateSearch | 2001 |
| publishDateSort | 2001 |
| publisher | Wiley |
| record_format | marc |
| spellingShingle | Reiman, Mark A. Hill, Rufus Carter Hill, Rufus Carter Using EViews for Undergraduate econometrics Grafische Darstellung (DE-588)4129552-3 gnd Ökonometrie (DE-588)4132280-0 gnd |
| subject_GND | (DE-588)4129552-3 (DE-588)4132280-0 (DE-588)4123623-3 |
| title | Using EViews for Undergraduate econometrics |
| title_alt | Undergraduate econometrics |
| title_auth | Using EViews for Undergraduate econometrics |
| title_exact_search | Using EViews for Undergraduate econometrics |
| title_full | Using EViews for Undergraduate econometrics Mark A. Reiman ; R. Carter Hill |
| title_fullStr | Using EViews for Undergraduate econometrics Mark A. Reiman ; R. Carter Hill |
| title_full_unstemmed | Using EViews for Undergraduate econometrics Mark A. Reiman ; R. Carter Hill |
| title_short | Using EViews for Undergraduate econometrics |
| title_sort | using eviews for undergraduate econometrics |
| topic | Grafische Darstellung (DE-588)4129552-3 gnd Ökonometrie (DE-588)4132280-0 gnd |
| topic_facet | Grafische Darstellung Ökonometrie Lehrbuch |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009544851&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT reimanmarka usingeviewsforundergraduateeconometrics AT hillrufuscarter usingeviewsforundergraduateeconometrics |
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