Analysis of Economic Data

Cover
 Title page
 Copyright page
 Contents
 Preface to the Fourth Edition
 Preface to the Third Edition
 Preface to the Second Edition
 Preface to the First Edition
 CHAPTER 1: Introduction
 Organization of the Book
 Useful Background
 Appendix 1.1: Mathematical Concepts Used in this Book
 Endnote
 References
 CHAPTER 2: Basic Data Handling
 Types of Economic Data
 Obtaining Data
 Working with Data: Graphical Methods
 Working with Data: Descriptive Statistics
 Appendix 2.1: Index Numbers
 Appendix 2.2: Advanced Descriptive Statistics
 Appendix 2.3: Expected Values and Variances
 Endnotes. CHAPTER 7: Regression with Dummy VariablesSimple Regression with a Dummy Variable
 Multiple Regression with Dummy Variables
 Multiple Regression with Dummy and Non-dummy Explanatory Variables
 Interacting Dummy and Non-dummy Variables
 CHAPTER 8: Qualitative Choice Models
 The Economics of Choice
 Choice Probabilities and the Logit and Probit Models
 Appendix 8.1: Choice Probabilities in the Logit Model
 References
 CHAPTER 9: Regression with Time Lags: Distributed Lag Models
 Lagged Variables
 Notation
 Selection of Lag Order
 Appendix 9.1: Other Distributed Lag Models
 Endnotes. CHAPTER 10: Univariate Time Series AnalysisThe Autocorrelation Function
 The Autoregressive Model for Univariate Time Series
 Nonstationary versus Stationary Time Series
 Extensions of the AR(1) Model
 Testing in the AR(p) with Deterministic Trend Model
 Appendix 10.1: Mathematical Intuition for the AR(1) Model
 Endnotes
 References
 CHAPTER 11: Regression with Time Series Variables
 Time Series Regression when X and Y are Stationary
 Time Series Regression when Y and X Have Unit Roots: Spurious Regression
 Time Series Regression when Y and X Have Unit Roots: Cointegration.