Sign in  |  Register
Advanced search
Publication Cover

CITATION

Salvatore, Dominick and Reagle, Derrick. Schaum's Outline of Statistics and Econometrics. McGraw-Hill, 2001.

Schaum's Outline of Statistics and Econometrics

Authors: Dominick Salvatore and Derrick Reagle

Published:  October 2001

eISBN: 9780071395687 0071395687 | ISBN: 9780071348522
Open eBook
  • 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