Koop, Gary.

Analysis of economic data / Gary Koop. - Fourth Edition. - United Kingdom : John Willey & Sons , 2013. - xvi, 256 pages : illustrations ; 24 cm

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.

9781118472538


Econometrics.

330.015195 / KOO