INDICE: What's different about this bookWorking with Data in the 'Active Learning Exercises'AcknowledgmentsNotationPart I Introduction and Statistics ReviewChapter 1. IntroductionPreliminariesExample: Is Growth Good for the Poor?What's to ComeExercisesALE 1a: An Econometrics 'Time Capsule'ALE 1b: Investigating the Slope Graphically Using a ScatterplotALE 1c: Examining Some Disturbing Variations on Dollar by Curve FittingThe Sampling Distribution ofConsistency -A First PassUnbiasedness and the Optimal EstimatorThe Squared Error Loss Function and the Optimal EstimatorThe Feasible Optimality Properties: Efficiency and BLUnessSummaryConclusions and Lead-in to Next ChapterExercisesALE 3a: Investigating the Consistency of the Sample Mean and Sample VarianceUsing Computer-Generated DataALE 3b: Estimating Means and Variances Regarding the Standard when 2 is KnownHypothesis Testing when 2 is KnownUsing s2 to Estimate 2 (And Introducing the Chi-Squared Distribution)Inference Results on when 2 is Unknown(and Introducing the Student's t Distribution)Application: State-level U.S. Unemployment RatesIntroduction to Diagnostic Checking :Testing the Constancy of Across the SampleIntroduction to Diagnostic Checking :Testing the Constancy of 2Across the SampleSome General Comments on Diagnostic CheckingClosing CommentsExercisesivALE 4a: Investigating the Sensitivity of Hypothesis Test P-Values to Departuresfrom the NIID(, 2) Assumption Using Computer-Generated DataALE 4b:Individual Income Data from the Panel Study on Income Dynamics(PSID) - Does Birth-Month Matter?Part II Regression AnalysisChapter 5. The Bivariate Regression Model:(Introduction, Assumptions, and Parameter Estimates)IntroductionThe Transition from Mean Estimation to Regression:Analyzing the Variation of Per Capita Real Output Across CountriesThe Bivariate Regression Model - Its Form andthe 'Fixed in Repeated Samples'Causality AssumptionThe Assumptions on the Model Error Term, UiLeast Squares Estimation of and Interpreting the Least Squares Estimates of and Bivariate Regression with a Dummy Variable:Quantifying the Impact of College Graduation on Weekly EarningsExercisesALE 5a: Exploring the Penn World Table DataALE 5b: Verifying and Over a Very Small Data SetALE 5c: Extracting and Downloading CPS Data fromthe Census Bureau Web SiteALE 5d: Verifying That on a Dummy Variable Equalsthe Difference in the Sample MeansAppendix1: When xi is a Dummy Variable Chapter 6. The Bivariate Regression Model:(Sampling Distributions and Estimator Properties)IntroductionEstimates and Estimatorsas a Linear Estimator and the Least Squares WeightsThe Sampling Distribution ofProperties of ConsistencyProperties of Best Linear UnbiasednessSummaryExercisesALE 6a: Outliers and Other Perhaps-Overly Influential Observations:Investigating the Sensitivity of to an Outlier Using Computer-Generated DataALE 6b: Investigating the Consistency of Using Computer-Generated Data Chapter 7. The Bivariate Regression Model: Inferenc
- ISBN: 978-0-470-59182-6
- Editorial: John Wiley & Sons
- Encuadernacion: Cartoné
- Páginas: 768
- Fecha Publicación: 13/01/2012
- Nº Volúmenes: 1
- Idioma: Inglés