[Schaum's Outline 01] • Schaum's Outline of Statistics and Econometrics by Salvatore, Dominick -- Read -- Imperial Library of Trantor

Index

Cover Page Schaum’s Outline of Statistics and Econometrics Copyright Page PREFACE CONTENTS CHAPTER 1 Introduction

1.1 The Nature of Statistics 1.2 Statistics and Econometrics 1.3 The Methodology of Econometrics

CHAPTER 2 Descriptive Statistics

2.1 Frequency Distributions 2.2 Measures of Central Tendency 2.3 Measures of Dispersion 2.4 Shape of Frequency Distributions

CHAPTER 3 Probability and Probability Distributions

3.1 Probability of a Single Event 3.2 Probability of Multiple Events 3.3 Discrete Probability Distributions: The Binomial Distribution 3.4 The Poisson Distribution 3.5 Continuous Probability Distributions: The Normal Distribution

CHAPTER 4 Statistical Inference: Estimation

4.1 Sampling 4.2 Sampling Distribution of the Mean 4.3 Estimation Using the Normal Distribution 4.4 Confidence Intervals for the Mean Using the t Distribution

CHAPTER 5 Statistical Inference: Testing Hypotheses

5.1 Testing Hypotheses 5.2 Testing Hypotheses about the Population Mean and Proportion 5.3 Testing Hypotheses for Differences between Two Means or Proportions 5.4 Chi-Square Test of Goodness of Fit and Independence 5.5 Analysis of Variance 5.6 Nonparametric Testing

STATISTICS EXAMINATION CHAPTER 6 Simple Regression Analysis

6.1 The Two-Variable Linear Model 6.2 The Ordinary Least-Squares Method 6.3 Tests of Significance of Parameter Estimates 6.4 Test of Goodness of Fit and Correlation 6.5 Properties of Ordinary Least-Squares Estimators

CHAPTER 7 Multiple Regression Analysis

7.1 The Three-Variable Linear Model 7.2 Tests of Significance of Parameter Estimates 7.3 The Coefficient of Multiple Determination 7.4 Test of the Overall Significance of the Regression 7.5 Partial-Correlation Coefficients 7.6 Matrix Notation

CHAPTER 8 Further Techniques and Applications in Regression Analysis

8.1 Functional Form 8.2 Dummy Variables 8.3 Distributed Lag Models 8.4 Forecasting 8.5 Binary Choice Models 8.6 Interpretation of Binary Choice Models

CHAPTER 9 Problems in Regression Analysis

9.1 Multicollinearity 9.2 Heteroscedasticity 9.3 Autocorrelation 9.4 Errors in Variables

CHAPTER 10 Simultaneous-Equations Methods

10.1 Simultaneous-Equations Models 10.2 Identification 10.3 Estimation: Indirect Least Squares 10.4 Estimation: Two-Stage Least Squares

CHAPTER 11 Time-Series Methods

11.1 ARMA 11.2 Identifying ARMA 11.3 Nonstationary Series 11.4 Testing for Unit Root 11.5 Cointegration and Error Correction 11.6 Causality

CHAPTER 12 Computer Applications in Econometrics

12.1 Data Formats 12.2 Microsoft Excel 12.3 Eviews 12.4 SAS

ECONOMETRICS EXAMINATION

Appendix 1 Binomial Distribution Appendix 2 Poisson Distribution Appendix 3 Standard Normal Distribution Appendix 4 Table of Random Numbers Appendix 5 Student’s t Distribution Appendix 6 Chi-Square Distribution Appendix 7 F Distribution Appendix 8 Durbin–Watson Statistic Appendix 9 Wilcoxon W Appendix 10 Kolmogorov–Smirnov Critical Values Appendix 11 ADF Critical Values Appendix 12 Data Sources on the Web

INDEX