TY  - BOOK
AU  - Murray,Michael P.
TI  - Econometrics: a modern introduction 
T2  - The Addison-Wesley series in economics
SN  - 0321113616 (alk. paper)
U1  - 330.015195 22
PY  - 2006///]
CY  - Boston
PB  - Pearson Addison Wesley
KW  - Econometrics
N1  - Includes bibliographical references and index; Part I - The Linear Regression Model 1. What is Econometrics? 2. Choosing Estimators: Intuition and Monte Carlo Methods 3. Linear Estimators and the Gauss-Markov Theorem 4. Blue Estimators for the Slope and Intercept of a Straight Line 5. Residuals 6. Multiple Regression Part II - Specification and Hypothesis Testing 7. Testing Single Hypotheses in Regression Models 8. Superfluous and Omitted Variables, Multicollinearity and Binary Variables 9. Testing Multiple Hypotheses Part III - Further Topics in Regression 10. Heteroskedastic Disturbances 11. Autoregressive Disturbances 12. Large Sample Properties Of Estimators: Consistency and Asymptotic Efficiency 13. Instrumental Variables Estimation 14. Systems of Equations 15. Randomized Experiments and Natural Experiments 16. Analyzing Panel Data 17. Forecasting 18. Stochastically Trending Variables 19. Logit and Probit Models: Truncated and Censored Samples Statistical Appendix WEB
N2  - Econometrics: A Modern Introduction conditions students to think like econometricians right from the start by opening with a unique Monte Carlo exercise, and connects econometrics to economic theory through a series of exemplary econometric analyses presented throughout the text
UR  - http://www.loc.gov/catdir/toc/ecip0515/2005018586.html
ER  -