TY - BOOK AU - TI - Introduction to econometrics. SN - 9781408093757 AV - HB139.W91 PY - 2014/// CY - London PB - Cengage KW - Econometrics N1 - Includes bibliographic references, glossary and index; Contents: The nature of econometrics and economic data -- The simple regression model -- Multiple regression analysis; estimation -- Multiple regression analysis: inference -- Multiple regression analysis: OLS asymtotics -- Multiple regression analysis: further issues -- Multiple regression analysis with qualitative information: binary (or dummy) variables -- Heteroskedasticity -- More on specification and data issues -- Basic regression analysis with time series data -- Further issues in using OLS with time series data -- Serial correlation and hetoroskedasticity in time series regressions -- Pooling cross sections across time -- Advanced panel data methods -- Instrumental variables estimation an two stage least squares -- Simultaneous equations models -- Limited dependent variable models and sample selection corrections -- Advanced time series topics -- Carrying out an empirical project -- ER -