Basic Econometrics (Second Edition)

Author: Zhang Xiaodong
Publisher:
Publish Date: 2001-01-04
Features: The book is divided into 12 chapters. The first 10 chapters cover classic econometrics content. They primarily introduce univariate and multivariate linear regression models, nonlinear regression models that can be linearized, simultaneous equation models, as well as corrective measures for models when the assumptions are not met, such as heteroscedasticity, autocorrelation, and multicollinearity. Since time series models are also an important method for predicting economic variables, Chapter 11 introduces time series models. In recent two decades, the non-stationarity of economic variables has drawn increasing attention, and many research achievements have been made in this area. Chapter 12 provides a preliminary introduction to this content. To facilitate the mastery of the econometrics software TSP (Time Series Programs), in addition to introducing the main functions and usage methods of TSP in Appendix 1, typical applications are presented with TSP commands in each chapter. Basic statistical knowledge is provided in Appendix 2 for readers to consult at any time. At the end of the book, an English-Chinese glossary of econometrics terms is provided to help readers further read English literature. To enable readers to truly master econometrics knowledge, the book provides as many examples as possible while introducing basic theories, and introduces the application of econometrics in a case study format. Additionally, Chapter 10 is dedicated to introducing several typical econometric models.