Introductory Econometrics Examples
Introduction | Chapter 2: The Simple Regression Model | Example 2.10: A Log Wage Equation | Chapter 3: Multiple Regression Analysis: Estimation | Example 3.2: Hourly Wage Equation | Chapter 4: Multiple Regression Analysis: Inference | Example 4.1 Hourly Wage Equation | Example 4.7 Effect of Job Training on Firm Scrap Rates | Chapter 5: Multiple Regression Analysis: OLS Asymptotics | Example 5.1: Housing Prices and Distance From an Incinerator | Chapter 6: Multiple Regression: Further Issues | Example 6.1: Effects of Pollution on Housing Prices, standardized. | Example 6.2: Effects of Pollution on Housing Prices, Quadratic Interactive Term | Chapter 7: Multiple Regression Analysis with Qualitative Information | Example 7.4: Housing Price Regression, Qualitative Binary variable | Chapter 8: Heteroskedasticity | Example 8.9: Determinants of Personal Computer Ownership | Chapter 9: More on Specification and Data Issues | Example 9.8: R&D Intensity and Firm Size | Chapter 10: Basic Regression Analysis with Time Series Data | Example 10.2: Effects of Inflation and Deficits on Interest Rates | Chapter 11: Further Issues in Using OLS with with Time Series Data | Example 11.7: Wages and Productivity | Chapter 12: Serial Correlation and Heteroskedasticiy in Time Series Regressions | Example 12.8: Heteroskedasticity and the Efficient Markets Hypothesis | Example 12.9: ARCH in Stock Returns | Chapter 13: Pooling Cross Sections across Time: Simple Panel Data Methods | Example 13.7: Effect of Drunk Driving Laws on Traffic Fatalities | Chapter 18: Advanced Time Series Topics | Example 18.8: FORECASTING THE U.S. UNEMPLOYMENT RATE | Appendix | Using R for Introductory Econometrics | Applied Econometrics with R | Bibliography