INTRODUCTION TO ECONOMETRICS: From Theory to Solved Exercises

  • الفئة :

      كتب علمية

  • الإسم الكامل للمؤلف (ين):

      Dr. ZEMRI Bouazza Elamine

  • الرقم الدولي المعياري للكتاب (ISBN) :

      978-9969-05-657-0

  • عدد الصفحات :

      542

  • الميدان :

      علوم اقتصادية، تجارية وعلوم التسيير


: ملخص

This book unifies econometric theory, estimation, and interpretation into a coherent workflow for turning economic questions into testable, evidence-based claims. It develops linear regression from simple to multiple models, establishing OLS, Gauss–Markov conditions, finite-sample t/F tests, and asymptotic reasoning. Readers learn to detect and correct violations—heteroskedasticity, serial correlation, multicollinearity, functional misspecification—using robust, clustered, and HAC variance estimators with specification diagnostics. Worked examples, data-driven case studies. Aimed at advanced undergraduates, master’s and PhD students, and policy/industry practitioners, it equips readers to deliver credible, policy-relevant empirical analyses


  • الفهرس :

       
  • Chapter 1: Concepts and Data in Econometrics
    Chapter 2: The Simple Linear Regression Model
    Chapter 3: The Multiple Regression Model
    Chapter 4: Violations of the Classical Assumptions
    Chapter 5: Time‑Series Econometrics
    Chapter 6: Interpreting Econometric Results
    Chapter 7: Review and Extensions in Econometrics
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