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A guide to econometrics by Kennedy, Peter

Table of Contents: “…Introduction -- Criteria for estimators -- The classical linear regression model -- Interval estimation and hypothesis testing -- Specification -- Violating assumption one: wrong regressors -- Violating assumption two: nonzero expected disturbance -- Violating assumption three: nonspherical disturbances -- Violating assumption four: measurement errors and autoregression -- Violating assumption four: simultaneous equations -- Violating assumption five: multicollinearity -- Incorporating extraneous information -- The Bayesian approach -- Dummy variables -- Qualitative dependent variables -- Limited dependent variables -- Panel data -- Time series econometrics -- Forecasting -- Robust estimation -- Applied econometrics.…”
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Econometrics : theoretical foundations and empirical perspectives by Nachane, Dilip M.

Table of Contents: “…Foundations of probability and related statistical concepts Introduction Mathematical preliminaries Axiomatic approach to probability Elements of measure theory and lebesgue integration Random variables and distribution functions Moments, generating functions and cumulants Classical inference Asymptotic theory Estimation theory Hypothesis testing theory Linear regression models Single equation models General linear model relaxation of assumptions (part I) General linear model relaxation of assumptions (part II) Simultaneous equation models Time series models (including VARs and spectral analysis) Time series analysis (Box-Jenkins methods) Univariate spectral analysis Time series analysis : further topics Multivariate time series modelling Dynamic econometric methods (including causality, exogeneity, unit roots, and cointegration) Forecasting theory and methods Causality and exogeneity Unit roots and fractional differencing Cointegration A methodological epilogue…”

Statistics for managers using Microsoft Excel by Levine, David M.

Table of Contents: “…Using Microsoft Excel in the Best Way Possible. Learning Business Statistics using this Text. …”

Discovering statistics using SPSS : (and sex, drugs and rock 'n' roll) / by Field, Andy P.

Table of Contents: “…Categorical data 19. Multilevel linear models…”

Microeconomics by Pindyck, Robert S.

Table of Contents: “…577 (3) A Variety of Interest Rates 579 (1) Summary 580 (1) Questions for Review 580 (1) Exercises 581 (2) Part Four Information, Market Failure, and the Role of Government 583 (112) General Equilibrium and Economic Efficiency 585 (32) General Equilibrium analysis 585 (5) Two Interdependent Markets---Moving to General Equilibrium 586 (1) Reaching General Equilibrium 587 (3) Efficiency in Exchange 590 (7) The Advantages of Trade 590 (1) The Edgeworth Box Diagram 591 (1) Efficient Allocations 592 (1) The Contract Curve 593 (1) Consumer Equilibrium in a Competitive Market 594 (2) The Economic Efficiency of Competitive Markets 596 (1) Equity and Efficiency 597 (3) The Utility Possibilities Frontier 597 (2) Equity and Perfect Competition 599 (1) Efficiency in Production 600 (6) The Production Possibilities Frontier 601 (2) Output Efficiency 603 (1) Efficiency in Output Markets 604 (1) The Gains from Free Trade 605 (1) Comparative Advantage 606 (4) An Expanded Production Possibilities Frontier 607 (3) An Overview---The Efficiency of Competitive Markets 610 (2) Why Market Fail 612 (2) Market Power 612 (1) Incomplete Information 613 (1) Externalities 613 (1) Public Goods 613 (1) Summary 614 (1) Questions for Review 614 (1) Exercises 615 (2) Markets with Asymmetric Information 617 (28) Quality Uncertainty and the Market for Lemons 617 (6) The Market for Used Cars 618 (2) Implications of Asymmetric Information 620 (1) The Importance of Reputation and Standardization 621 (2) Market Signaling 623 (5) A Simple Model of Job Market Signaling 624 (3) Guarantees and Warranties 627 (1) Moral Hazard 628 (2) The Principal---Agent Problem 630 (6) The Principal---Agent Problem in Private Enterprises 631 (2) The Principal--Agent Problem in Public Enterprises 633 (2) Incentives in the Principal---Agent Framework 635 (1) Managerial Incentives in an Integrated Firm 636 (3) Asymmetric Information and Incentive Design in the Integrated Firm 637 (2) Applications 639 (1) Asymmetric Information in Labor Markets: Efficiency Wage Theory 639 (3) Summary 642 (1) Questions for Review 642 (1) Exercises 643 (2) Externalities and Public Goods 645 (50) Externalities 645 (6) Negative Externalities and Inefficiency 646 (2) Positive Externalities and Inefficiency 648 (3) Ways of Correcting Market Failure 651 (12) An Emissions Standard 652 (1) An Emissions Fee 653 (1) Standards versus Fees 654 (2) Tradeable Emissions Permits 656 (4) Recycling 660 (3) Stock Externalities 663 (6) Stock Buildup and its Impact 664 (5) Externalities and Property Rights 669 (4) Property Rights 669 (1) Bargaining and Economic Efficiency 670 (1) Costly Bargaining--The Role of Strategic Behavior 671 (1) A Legal Solution---Suing for Damages 671 (2) Common Property Resources 673 (3) Public Goods 676 (4) Efficiency and Public Goods 677 (1) Public Goods and Market Failure 678 (2) Private Preferences for Public Goods 680 (2) Summary 682 (1) Questions for Review 683 (1) Exercises 683 (4) Appendix: The Basics of Regression 687 (8) An Example 687 (1) Estimation 688 (1) Statistical Tests 689 (2) Goodness of Fit 691 (1) Economic Forecasting 691 (3) Summary 694 (1) Glossary 695 (16) Answers to Selected Exercises 711 (12) Photo Credits 723 (2) Index 725…”