Analysis of economic data / Gary Koop.
Material type:
- 9781118472538
- 330.015195 KOO
Includes bibliographical references and index.
Preface to the fourth edition --
Preface to the third edition --
Preface to the second edition --
Preface to the first edition --
Introduction --
Basic data handling --
Correlation --
Introduction to simple regression --
Statistical aspects of regression --
Multiple regression --
Regression with dummy variables --
Regression with time lags : distributed lag models --
Univariate time series analysis --
Regression with time series variables --
Applications of time series methods in macroeconomics and finance --
Limitations and extensions --
Appendix B Data directory --
Index.
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