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999 _c169269
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020 _a9780521132589
082 _a330.1518282 BAR
100 _aBarreto, Humberto
245 0 _aIntroductory econometrics: using monte carlo simulation with microsoft excel / by Humberto Barreto and Frank M. Howland
260 _aNew Delhi
260 _bCambridge University Press
260 _c2009
300 _a774 p.
365 _b495
365 _dRS
520 _aThis highly accessible and innovative text and accompanying CD-ROM use Excel (R) workbooks powered by Visual Basic macros to teach the core concepts of econometrics without advanced mathematics. It enables students to run Monte Carlo simulations in order to understand the data generating process and sampling distribution. Intelligent repetition of concrete examples effectively conveys the properties of the ordinary least squares (OLS) estimator and the nature of heteroskedasticity and autocorrelation. Coverage includes omitted variables, binary response models, basic time series, and simultaneous equations. The authors teach students how to construct their own real-world data sets drawn from the internet, which they can analyze with Excel (R) or with other econometric software. The Excel add-ins allow students to draw histograms, to compute P-values and robust standard errors, and to construct their own MonteCarlo and bootstrap simulations. For more readers may visit the web site at www.wabash.edu/econometrics.
650 _aEconnometrics
700 _aHowland, frank M. (ed.)
942 _cB
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