000			01660nam a2200229Ia 4500
999			_c169269 _d169269
005			20220418151223.0
008			200208s9999 xx 000 0 und d
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 _2ddc